Gauss Hermite quadrature rule

Version 1.3.0.0 (3,94 KB) von David Holdaway
generates zeros of a Hermite polynomial of degree n to tolerance "tol" and their associated weights.
4.0
(1)
722 Downloads
Aktualisiert 14. Mär 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).

Zitieren als

David Holdaway (2024). Gauss Hermite quadrature rule (https://www.mathworks.com/matlabcentral/fileexchange/35594-gauss-hermite-quadrature-rule), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2012a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
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Version Veröffentlicht Versionshinweise
1.3.0.0

fixed a bug where the script would crash from nmax odd
1.2.0.0

fixed ordering of convergence if statements
1.1.0.0

Stopped using Newtons method, convergence was buggy. New method appears to work fine.
Also added an alternative convergence condition of the maximum absolute uncertainty in zero position.
1.0.0.0