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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1015) Improper integration with one infinite limit
Date Fri, 06 May 2016 23:30:13 GMT

    [ 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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