Class VectorIntegrator

Vector integration. Quadrature to functions returning a vector of real numbers, turns 1D quadratures into ND

Hierarchy

GaussHermiteIntegration
- VectorIntegrator

Index

Constructors

constructor

Properties

_w
_x

Methods

Constructors

constructor

new VectorIntegrator(n: Size, mu?: Real): VectorIntegrator

Overrides GaussHermiteIntegration.constructor
- Defined in ql/experimental/math/multidimquadrature.ts:179
Parameters
- n: Size
- Default value mu: Real = 0
Returns VectorIntegrator

Properties

Protected _w

_w: Real[]

Protected _x

_x: Real[]

Methods

f

f(uf: UnaryFunction<Real, Real>): Real

Inherited from GaussianQuadrature.f
- Defined in ql/math/integrals/gaussianquadratures.ts:56
Parameters
- uf: UnaryFunction<Real, Real>
Returns Real

f2

f2(f: UnaryFunction<Real, Real[]>): Real[]

- Defined in ql/experimental/math/multidimquadrature.ts:184
Parameters
- f: UnaryFunction<Real, Real[]>
Returns Real[]

order

order(): Size

Inherited from GaussianQuadrature.order
- Defined in ql/math/integrals/gaussianquadratures.ts:64
Returns Size

weights

weights(): Real[]

Inherited from GaussianQuadrature.weights
- Defined in ql/math/integrals/gaussianquadratures.ts:68
Returns Real[]

x

x(): Real[]

Inherited from GaussianQuadrature.x
- Defined in ql/math/integrals/gaussianquadratures.ts:72
Returns Real[]