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From "Ajo Fod (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1015) Improper integration with one infinite limit
Date Fri, 02 Aug 2013 13:55:48 GMT
Ajo Fod created MATH-1015:
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             Summary: Improper integration with one infinite limit
                 Key: MATH-1015
                 URL: https://issues.apache.org/jira/browse/MATH-1015
             Project: Commons Math
          Issue Type: New Feature
            Reporter: Ajo Fod
            Priority: Minor


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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