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Uses Gauss-Legendre quadrature to approximate the integral of a function on the domain [0, 1]. More...

#include <GaussLegendreQuadrature.hpp>

## Public Member Functions

template<typename Func >
double evaluate (Func const &func, double a=0.0, double b=1.0)

template<typename Func >
double evaluate_iteratively (Func const &func, double a=0.0, double b=1.0, size_t numGaussPoints=0, size_t incrementQuadraturePoints=1, double tol=1e-14)

template<typename Func >
double evaluate_logsumexp (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0)

template<typename Func >
double evaluate_logsumexp_iteratively (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0, size_t numGaussPoints=0, size_t incrementQuadraturePoints=1, double tol=1e-14)

template<typename Func >
double evaluate_sumexp (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0)

template<typename Func >
double evaluate_sumexp_iteratively (Func const &logfunc, SingleFunction weightFunction, double a=0.0, double b=1.0, size_t numGaussPoints=0, size_t incrementQuadraturePoints=1, double tol=1e-14)

Constructor. More...

void initialize (size_t numPoints)

## Detailed Description

Uses Gauss-Legendre quadrature to approximate the integral of a function on the domain [0, 1].

## Constructor & Destructor Documentation

 sgpp::combigrid::GaussLegendreQuadrature::GaussLegendreQuadrature ( size_t numPoints = 0 )
explicit

Constructor.

Parameters
 numPoints The number of grid points that should be used. This number should be > 0. If not enough grid points are available, the maximum number of available grid points is taken.

References initialize().

## ◆ evaluate()

template<typename Func >
 double sgpp::combigrid::GaussLegendreQuadrature::evaluate ( Func const & func, double a = 0.0, double b = 1.0 )
inline

## ◆ evaluate_iteratively()

template<typename Func >
 double sgpp::combigrid::GaussLegendreQuadrature::evaluate_iteratively ( Func const & func, double a = 0.0, double b = 1.0, size_t numGaussPoints = 0, size_t incrementQuadraturePoints = 1, double tol = 1e-14 )
inline

## ◆ evaluate_logsumexp()

template<typename Func >
 double sgpp::combigrid::GaussLegendreQuadrature::evaluate_logsumexp ( Func const & logfunc, SingleFunction weightFunction, double a = 0.0, double b = 1.0 )
inline

References chess::b, and evaluate_sumexp().

## ◆ evaluate_logsumexp_iteratively()

template<typename Func >
 double sgpp::combigrid::GaussLegendreQuadrature::evaluate_logsumexp_iteratively ( Func const & logfunc, SingleFunction weightFunction, double a = 0.0, double b = 1.0, size_t numGaussPoints = 0, size_t incrementQuadraturePoints = 1, double tol = 1e-14 )
inline

## ◆ evaluate_sumexp()

template<typename Func >
 double sgpp::combigrid::GaussLegendreQuadrature::evaluate_sumexp ( Func const & logfunc, SingleFunction weightFunction, double a = 0.0, double b = 1.0 )
inline

Referenced by evaluate_logsumexp().

## ◆ evaluate_sumexp_iteratively()

template<typename Func >
 double sgpp::combigrid::GaussLegendreQuadrature::evaluate_sumexp_iteratively ( Func const & logfunc, SingleFunction weightFunction, double a = 0.0, double b = 1.0, size_t numGaussPoints = 0, size_t incrementQuadraturePoints = 1, double tol = 1e-14 )
inline

## ◆ initialize()

 void sgpp::combigrid::GaussLegendreQuadrature::initialize ( size_t numPoints )

The documentation for this class was generated from the following files: