Multiquad function

Multidimensional Gauss-Hermite quadrature

Multiquad(nnodes, dims)

Arguments

• nnodes: Number of nodes of the quadrature
• dims: Dimension of the solution

Details

Multidimensional Gauss-Hermite quadrature

Returns

Multidimensional Gauss-Hermite quadrature

References

Jackel, P. (2005). A note on multivariate Gauss-Hermite quadrature. http://www.awdz65.dsl.pipex.com/ANoteOnMultivariateGaussHermiteQuadrature.pdf

Author(s)

Jose Luis Vicente Villardon

Examples

Multiquad(5, 3)