Class OrthogonalPolynomialsRecurrenceABBasis

java.lang.Object
com.polytechnik.utils.OrthogonalPolynomialsBasisFunctionsCalculatable<RecurrenceAB>
com.polytechnik.utils.OrthogonalPolynomialsRecurrenceABBasis

public class OrthogonalPolynomialsRecurrenceABBasis extends OrthogonalPolynomialsBasisFunctionsCalculatable<RecurrenceAB>
Construct orthogonal polynomials (typically from sampled data) in the basis determined by given three term recurrence coefficients. Note: the number of recurrence coefficients for basis should be large enough to accomodate quadrature/orthogonal polynomials/recurrence coefficients/etc. constructed from sampled data. The number of basis functions required is equal to the number of moments required.
  • Constructor Details

    • OrthogonalPolynomialsRecurrenceABBasis

      public OrthogonalPolynomialsRecurrenceABBasis(RecurrenceAB B)
      Parameters:
      B - The basis in which to construct orthogonal polynomials. We construct some other orthogonal polynomials in the basis B.
  • Method Details

    • getTestOrthogonalPolynomialsBasisFunctionsCalculatable

      static TestOrthogonalPolynomialsBasisFunctionsCalculatable getTestOrthogonalPolynomialsBasisFunctionsCalculatable()
    • main

      public static void main(String[] args)
      Unit test orthogonal polynomials in a general 3 term recurrence basis.