Rank: 1936 based on 72 downloads (last 30 days) and 2 files submitted
photo

Geert Van Damme

E-mail
Company/University
Leuven, Catholic University

Personal Profile:
Professional Interests:

 

Watch this Author's files

 

Files Posted by Geert View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
23 Feb 2010 Bivariate Gamma Distribution (CDF, PDF, samples) Bivariate Gamma CDF and PDF (rho > 0) + Bivariate Gamma random generator Author: Geert Van Damme bivariate, correlated, distribution, cdf, gamma, bivariate gamma cdf 20 1
21 Feb 2010 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme gausslegendre, gausslaguerre, gausshermite, gauss quadrature, quadrature, numerical integration 52 8
  • 4.6
4.6 | 5 ratings
Comments and Ratings on Geert's Files View all
Updated File Comment by Comments Rating
04 Oct 2013 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme Diaz, Manuel

Is it me or these routines are not working correctly in Matlab 2013b?
PS. I have been using them since 2010.

04 Oct 2013 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme Diaz, Manuel

29 Jan 2013 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme Cascarino, Giuseppe

Simple and fast.

06 Jan 2013 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme ??, afu2007

nice!

01 May 2012 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme Holdaway, David

I added this on the end to refine the eigenvalues via newtons method

if mod(n,2)==1
x(ceil(n/2))=0;
end

z=x(x>=0);
success = false;
for its=1:50 %maxit=50, usually will take 2
p1 = pi^(-1/4);
p2=0;
for j=1:n %make hermite we need
p3=p2;
p2=p1;
p1=z.*sqrt(2/j).*p2-sqrt((j-1)/j).*p3;
end
pp = sqrt(2*n).*p2;
z1=z;
z=z1-p1./pp;
if all(abs(z-z1)< 20*eps)
success = true;
break
end
end
if ~success
warning('failed to converge to desired accuracy')
end
w(x>=0) = 2./pp.^2;
w(x<=0) = flipud(w(x>=0));
x(x>=0) = z;
x(x<=0) = -flipud(z);

Contact us