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.