## Class GaussJacobiWeightAndAbscissaFunction

• java.lang.Object
• com.opengamma.strata.math.impl.integration.GaussJacobiWeightAndAbscissaFunction
• All Implemented Interfaces:

public class GaussJacobiWeightAndAbscissaFunction
extends Object
Class that generates weights and abscissas for Gauss-Jacobi quadrature. The weights $w_i$ are given by: \begin{align*} w_i = \frac{2^{\alpha + \beta}(2n + \alpha + \beta)\Gamma(\alpha + n)\Gamma(\beta + n)} {n!\Gamma(n + \alpha + \beta + 1)J_i'(x_i) J_{i - 1}} \end{align*} where $x_i$ is the $i^{th}$ root of the orthogonal polynomial, $J_i$ is the $i^{th}$ polynomial and $J_i'$ is the first derivative of the $i^{th}$ polynomial. The orthogonal polynomial is generated by JacobiPolynomialFunction.
• ### Constructor Detail

• #### GaussJacobiWeightAndAbscissaFunction

public GaussJacobiWeightAndAbscissaFunction()
Creates an instance. Sets $\alpha = 0$ and $\beta = 0$
• #### GaussJacobiWeightAndAbscissaFunction

public GaussJacobiWeightAndAbscissaFunction​(double alpha,
double beta)
Creates an instance.
Parameters:
alpha - The value of $\alpha$ to use when generating the polynomials
beta - The value of $\beta$ to use when generating the polynomials