Gauss Hermite quadrature rule
generates zeros of a Hermite polynomial of degree n to tolerance "tol" and their associated weights.
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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).
Cite As
David Holdaway (2026). Gauss Hermite quadrature rule (https://www.mathworks.com/matlabcentral/fileexchange/35594-gauss-hermite-quadrature-rule), MATLAB Central File Exchange. Retrieved .
Categories
Find more on Numerical Integration and Differential Equations in Help Center and MATLAB Answers
General Information
- Version 1.3.0.0 (3.94 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.3.0.0 | fixed a bug where the script would crash from nmax odd |
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| 1.2.0.0 | fixed ordering of convergence if statements |
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| 1.1.0.0 | Stopped using Newtons method, convergence was buggy. New method appears to work fine.
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| 1.0.0.0 |
