Package org.jquantlib.math.integrals

Examples of org.jquantlib.math.integrals.GaussKronrodAdaptive.op()

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          double tmp=0.0;
          final Var_Helper helper = new Var_Helper(this, i, j);

          final GaussKronrodAdaptive integrator = new GaussKronrodAdaptive(1e-10, 10000);
          for (int k=0; k<64; ++k) {
            tmp+=integrator.op(helper, k*t/64., (k+1)*t/64.);
        }
          return tmp;
      }

}
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        for (int i = 0; i < size_; ++i) {
            for (int j = 0; j <= i; ++j) {
                final Var_Helper helper = new Var_Helper(this, i, j);
                final GaussKronrodAdaptive integrator = new GaussKronrodAdaptive(1e-10, 10000);
                for(int k = 0; k<64; ++k) {
                    tmp.set(i, j, tmp.get(i, j)+integrator.op(helper, k*t/64.0,(k+1)*t/64.0));
                }
                tmp.set(j,i, tmp.get(i, j));
            }
        }

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        for (int i = 0; i < size_; ++i) {
            for (int j = 0; j <= i; ++j) {
                final Var_Helper helper = new Var_Helper(this, i, j);
                final GaussKronrodAdaptive integrator = new GaussKronrodAdaptive(1e-10, 10000);
                for(int k = 0; k<64; ++k) {
                    tmp.set(i, j, tmp.get(i, j)+integrator.op(helper, k*t/64.0,(k+1)*t/64.0));
                }
                tmp.set(j,i, tmp.get(i, j));
            }
        }

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          double tmp=0.0;
          final Var_Helper helper = new Var_Helper(this, i, j);

          final GaussKronrodAdaptive integrator = new GaussKronrodAdaptive(1e-10, 10000);
          for (int k=0; k<64; ++k) {
            tmp+=integrator.op(helper, k*t/64., (k+1)*t/64.);
        }
          return tmp;
      }

}
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