Gauss-Hermite quadrature
Find the Gauss-Hermite abscissae and weights.
Hermquad(N)
N |
Number of nodes of the quadrature |
Find the Gauss-Hermite abscissae and weights.
X |
A column vector containing the abscissae. |
W |
A vector containing the corresponding weights. |
Jose Luis Vicente Villardon (translated from a Matlab function by Greg von Winckel) )
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
Hermquad(10)
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