Gauss Hermite quadrature rule

バージョン 1.3.0.0 (3.94 KB) 作成者: David Holdaway
generates zeros of a Hermite polynomial of degree n to tolerance "tol" and their associated weights.
4.0
(1)
ダウンロード: 722
更新 2012/3/14

ライセンスの表示

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).

引用

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

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バージョン 公開済み リリース ノート
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