Integrates a vector or scalar function of vector domain. More...
#include <ql/experimental/math/multidimquadrature.hpp>
Inherited by IntegrationBase< GaussianQuadMultidimIntegrator >.
Public Member Functions | |
| GaussianQuadMultidimIntegrator (Size dimension, Size quadOrder, Real mu=0.) | |
| Size | order () const |
| Integration quadrature order. | |
| template<class RetType_T > | |
| RetType_T | operator() (const boost::function< RetType_T(const std::vector< Real > &arg)> &f) const |
| Integrates function f over \( R^{dim} \). | |
| template<class RetType_T > | |
| RetType_T | integrate (const boost::function< RetType_T(const std::vector< Real > &v1)> &f) const |
| template<> | |
| Real | operator() (const boost::function< Real(const std::vector< Real > &v1)> &f) const |
| template<> | |
| Real | integrate (const boost::function< Real(const std::vector< Real > &v1)> &f) const |
Integrates a vector or scalar function of vector domain.
A template recursion along dimensions avoids calling depth test or virtual functions.
| GaussianQuadMultidimIntegrator | ( | Size | dimension, |
| Size | quadOrder, | ||
| Real | mu = 0. |
||
| ) |
| dimension | The number of dimensions of the argument of the function we want to integrate. |
| dimension | Integration variable dimension. |
| mu | Parameter in the Gauss Hermite weight (i.e. points load). |