Re: [Quantlib-dev] [ quantlib-Patches-3047358 ] fixed gaussian orthogonal polynomial

[Bojan N. <bo...@bn...>]

This probably doesn't work because the logic was reversed here: 

,----
|         if (std::fabs(denom)<QL_EPSILON) {
|             if (std::fabs(num)<QL_EPSILON) {
|                 QL_FAIL("can't compute b_k for jacobi integration\n");
`----

I think it should be something like

,----
|         if (std::fabs(denom)<QL_EPSILON) {
|             if (std::fabs(num)>QL_EPSILON) {
|                 QL_FAIL("can't compute b_k for jacobi integration\n");
`----

This test exists because l'Hopital rule doesn't work if the nominator is
finite, so an error is signalled if denom is close to zero while num is
_not_ close to zero.

Best,
Bojan

-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql/