archimedes.measureΒΆ

Weight functions and reference domains for classical measures.

Shared low-level abstraction consumed by archimedes.quadrature (Gauss quadrature rules) and, via the Wiener-Askey correspondence between these weights and classical probability distributions, intended for future use by probability/uncertainty code as well.

Functions

stieltjes_recurrence(weight, support, n, ...)

Monic recurrence coefficients for an arbitrary weight function.

Classes

HalfLine()

The reference half-line \([0, \infty)\), reparametrized by a rate and a starting point.

JacobiMeasure(alpha, beta)

Measure for the Jacobi polynomial family.

LaguerreMeasure()

Measure for the Laguerre polynomial family.

LegendreMeasure()

Measure for the Legendre polynomial family.

Measure()

The weight and reference domain defining an orthogonal polynomial family.

PhysicistsHermiteMeasure()

Measure for the physicists' Hermite polynomial family.

ProbabilistsHermiteMeasure()

Measure for the probabilists' Hermite polynomial family.

RealLine()

The reference real line \((-\infty, \infty)\), reparametrized by a location and scale.

ReferenceDomain()

A reference support plus the affine map onto instances of it.

UnitInterval()

The reference interval \([-1, 1]\), mapped onto \([a, b]\).