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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2016/05/06 23:30:13 UTC
[jira] [Commented] (MATH-1015) Improper integration with one
infinite limit
[ https://issues.apache.org/jira/browse/MATH-1015?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15274912#comment-15274912 ]
Gilles commented on MATH-1015:
------------------------------
Code available on branch "feature-MATH-1015".
> Improper integration with one infinite limit
> --------------------------------------------
>
> Key: MATH-1015
> URL: https://issues.apache.org/jira/browse/MATH-1015
> Project: Commons Math
> Issue Type: Sub-task
> Reporter: Ajo Fod
> Priority: Minor
> Fix For: 4.0
>
> Attachments: GaussIntegratorFactory.java, LaguerreRuleFactory.java, LaguerreTest.java
>
>
> This is about integrating a f(x) in [c, Inf] or in [-Inf, c]
> Gauss-Laguerre (GL) can be used to integrate between [0, Inf]
> http://en.wikipedia.org/wiki/Gauss%E2%80%93Laguerre_quadrature
> With the change of variables using f(g(x))
> where g(x) = -x
> GL can be used to integrate in [-Inf,0]
> With another change of variables:
> g(x) = x+c
> one could integrate in [c, Inf]
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