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Hermite Quadrature

by Greg von Winckel

 

27 Oct 2005 (Updated 27 Oct 2005)

Computes the Hermite weights for user-defined nodes.

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Description

Computes the Hermite Quadrature weights for a user specified set of grid points. A function f(x) is then numerically integrated on the grid based the values of the function and its first derivative at the grid points.

Acknowledgements
This submission has inspired the following:
Hermite main-interpolation functions for two-dimensional surface (update:24-07-07)
MATLAB release MATLAB 7 (R14)
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integration Greg von Winckel 22 Oct 2008 08:04:51
hermite Greg von Winckel 22 Oct 2008 08:04:51
interpolation Greg von Winckel 22 Oct 2008 08:04:51
numerical Greg von Winckel 22 Oct 2008 08:04:51
integraion Greg von Winckel 22 Oct 2008 08:04:51
quadrature Greg von Winckel 22 Oct 2008 08:04:51

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