Function fang_oost::get_expectation_discrete_extended [−][src]
pub fn get_expectation_discrete_extended<'a, 'b: 'a, T, U>(
num_u: usize,
x: &'b [f64],
fn_inv: T,
vk: U
) -> impl IndexedParallelIterator<Item = f64> + 'a where
T: Fn(&Complex<f64>) -> Complex<f64> + Sync + Send + 'a,
U: Fn(f64, f64, usize) -> f64 + Sync + Send + 'a,
Generates expectation over real domain
provided by the input "x". The "type"
of expectation is handled by the vk
function.
@num_u Number of discrete steps in
the complex domain.
@x Vector of elements in real domain.
@fn_inv Characteristic function.
@vk Function which controls what kind
of expectation (the integrand).