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00001 #ifndef GAUSS1D_H 00002 #define GAUSS1D_H 00003 00004 #include "TSFArray.h" 00005 00006 namespace Sundance 00007 { 00008 using namespace TSF; 00009 00010 /**\ingroup Support 00011 * Get abscissas and weights for Gauss-Legendre quadrature. 00012 */ 00013 00014 class Gauss1D 00015 { 00016 public: 00017 /** create an n-point rule on the interval [-1, 1] */ 00018 Gauss1D(int n); 00019 /** create an n-point rule on the interval [a, b] */ 00020 Gauss1D(int n, double a, double b); 00021 00022 /** return the number of points in the rule */ 00023 int nPoints() const {return nodes_.length();} 00024 /** get the abscissas */ 00025 const TSFArray<double>& nodes() const {return nodes_;} 00026 /** get the weights */ 00027 const TSFArray<double>& weights() const {return weights_;} 00028 00029 static bool unitTest(); 00030 private: 00031 void computeWeights(int n, double a, double b); 00032 00033 TSFArray<double> nodes_; 00034 TSFArray<double> weights_; 00035 }; 00036 00037 } 00038 00039 00040 #endif 00041