Hermquad function

Gauss-Hermite quadrature

Find the Gauss-Hermite abscissae and weights.

Hermquad(N)

Arguments

• N: Number of nodes of the quadrature

Details

Find the Gauss-Hermite abscissae and weights.

Returns

• X: A column vector containing the abscissae.

• W: A vector containing the corresponding weights.

References

Press, W. H., Teukolsky, S. A., Vetterling, W. T., & Flannery, B. P. (1992). Numerical Recipes in C: The Art of Scientific Computing (New York. Cambridge University Press, 636-9.

http://www.mathworks.com/matlabcentral/fileexchange/8836-hermite-quadrature/content/hermquad.m

Author(s)

Jose Luis Vicente Villardon (translated from a Matlab function by Greg von Winckel) )

Examples

Hermquad(10)