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Extensions of Gauss Quadrature via Linear Programming
Gauss quadrature Semi-infi nite programming Convex optimization
2015/7/9
Gauss quadrature is a well known method for estimating the integral of a continuous function with respect to a given measure as a weighted sum of the function evaluated at a set of node points. Gauss ...
The algebra of quadrature formulae for generic nodes
algebra quadrature formulae generic nodes
2012/9/19
Consider the classical problem of computing the expected value of areal function fof thed-variate random variableXas a linear combination of its valuesf(z) at a finite set pointsz伕 D 伡Rd. The general ...