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CMP++: Uncertainty Quantification & Bayesian Calibration
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Laguerre orthogonal polynomial basis. More...
#include <poly.h>
Static Public Member Functions | |
| static double | evaluate (size_t deg, double xi) |
| static double | normSquared (size_t deg) |
| static Eigen::MatrixXd | getJacobiMatrix (int numPoints) |
| static double | mapToPhysical (double xi, double location, double scale) |
| static double | mapToCanonical (double x, double location, double scale) |
Laguerre orthogonal polynomial basis.
Mathematical Formulation Laguerre polynomials \(L_n(\xi)\) are orthogonal with respect to the exponential weight function \(w(\xi) = e^{-\xi}\) on \([0, \infty)\). The recurrence relation is:
\[ (n+1) L_{n+1}(\xi) = (2n + 1 - \xi) L_n(\xi) - n L_{n-1}(\xi) \]
Implementation Algorithm
evaluate() computes polynomial values using the standard Laguerre recurrence relation.getJacobiMatrix() constructs the symmetric tridiagonal Jacobi matrix \(\mathbf{J}\) with diagonal \(\alpha_i = 2i + 1\) and off-diagonal \(\beta_i = i + 1\).
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