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Gauss Hermite quadrature rule

version 1.3.0.0 (3.94 KB) by David Holdaway
generates zeros of a Hermite polynomial of degree n to tolerance "tol" and their associated weights.

3 Downloads

Updated 14 Mar 2012

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Uses recursion relation to generate the Hermite function and finds zeros via change of sign and linear interpolation. If a tolerance is specified, the routine will call itself recursively with a finer grid until convergence is reached, or a maximum number of loops are performed (default 5).

Cite As

David Holdaway (2021). Gauss Hermite quadrature rule (https://www.mathworks.com/matlabcentral/fileexchange/35594-gauss-hermite-quadrature-rule), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)

mehrdad

is it possible to use it for probabilistic Hermite?I want to integrate f(x)*exp(-(x^2)/2)dx?

afu2007 ??

there are two defects in this function
1, the syntax and description are not given
2, a example of this function is expected

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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