File Exchange

image thumbnail

Gauss Hermite quadrature rule

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


Updated 14 Mar 2012

View Version History

View License

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 (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)


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

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!