Gauss-Laguerre Cosine integration. More...
#include <ql/math/integrals/gausslaguerrecosinepolynomial.hpp>
Inherits GaussLaguerreTrigonometricBase< mp_real >.
Public Member Functions | |
GaussLaguerreCosinePolynomial (Real u) | |
mp_real | moment (Size n) const |
Real | w (Real x) const |
Protected Member Functions | |
mp_real | m0 () const |
mp_real | m1 () const |
Gauss-Laguerre Cosine integration.
This class performs a 1-dimensional Gauss-Laguerre-Cosine integration.
\[ \int_{0}^{\inf} f(x) \mathrm{d}x \]
The weighting function is
\[ w(x;u)=e^{-x}*\cos{u*x} \]