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Orthogonal Polynomials >> Orthogonal Polynomials > Hermite > hermite_quadrature

hermite_quadrature

Returns nodes and weights of Gauss-Hermite quadrature

Calling Sequence

[x,w]=hermite_quadrature(n)

Parameters

n :

a 1-by-1 matrix of doubles, integer value, n>=0, the number of nodes.

x :

a n-by-1 matrix of doubles, the nodes

w :

a n-by-1 matrix of doubles, the weights

Description

Returns nodes x and weights w of Gauss-Hermite quadrature.

This implementation uses the eigenvalues of the Jacobi matrix.

Examples

[x,w]=laguerre_quadrature(6)

Authors

Bibliography

Numerical Mathematics, Series: Texts in Applied Mathematics, Vol. 37, Alfio Quarteroni, Riccardo Sacco, Fausto Saleri, 2nd ed. 2007


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