de.torstennahm.integrate.quadratureformula
Class GaussHermite

java.lang.Object
  extended by de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator
      extended by 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