Rank: 1818 based on 70 downloads (last 30 days) and 2 files submitted
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Geert Van Damme

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Leuven, Catholic University

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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 12 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 58 8
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Comments and Ratings on Geert Van Damme's Files View all
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04 Oct 2013 Legendre Laguerre and Hermite - Gauss Quadrature Nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature Author: Geert Van Damme Manuel Diaz

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 Manuel Diaz

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

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 David Holdaway

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);

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