de.torstennahm.integrate.quadratureformula
Class GaussHermite

java.lang.Object
  de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator
      de.torstennahm.integrate.quadratureformula.GaussHermite

All Implemented Interfaces:

Generator

public class GaussHermite
extends AbstractCachedGenerator

Generates the Gauss-Hermite quadrature formula. The quadrature formulas approximate a Gaussian distribution on the real numbers with the specified sigma.

The quadrature formula is calculated using an iterative approximation.

According to general Generator contract, this class is thread-safe.

Author:

Torsten Nahm

Field Summary

Fields inherited from class de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator

levelCache, weightsCache

Constructor Summary

GaussHermite()
Constructs the generator for the Gaussian distribution with sigma equal to sqrt(2).

GaussHermite(double sigma)
Constructs the generator for the Gaussian distribution with the specified sigma.

Method Summary

protected QuadratureFormula	generateByLevel(int levelRequested)
protected QuadratureFormula	generateByNodes(int nodesRequested)
int	maxLevel() Returns the maximum argument supported by getByLevel.
int	maxNodes() Returns the maximum argument supported by getByNodes.
java.lang.String	toString()

Methods inherited from class de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator

getByLevel, getByNodes

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

GaussHermite

public GaussHermite()

Constructs the generator for the Gaussian distribution with sigma equal to sqrt(2).

GaussHermite

public GaussHermite(double sigma)

Constructs the generator for the Gaussian distribution with the specified sigma.

Parameters:

sigma - sigma of the requested Gaussian distribution

Method Detail

maxLevel

public int maxLevel()

Description copied from interface: Generator

Returns the maximum argument supported by getByLevel.

Returns:

maximum level, or -1 for no maximum

maxNodes

public int maxNodes()

Description copied from interface: Generator

Returns the maximum argument supported by getByNodes.

Returns:

maximum number of nodes, or -1 for no maximum

generateByLevel

protected QuadratureFormula generateByLevel(int levelRequested)

Specified by:

generateByLevel in class AbstractCachedGenerator

generateByNodes

protected QuadratureFormula generateByNodes(int nodesRequested)

Specified by:

generateByNodes in class AbstractCachedGenerator

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object