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Thread Subject:
Getting the weights and nodes for a Gauss Hermite Quadrature...

Subject: Getting the weights and nodes for a Gauss Hermite Quadrature...

From: Anand Anand

Date: 12 Jul, 2011 21:10:24

Message: 1 of 2

How do I get the weights and nodes of a Gauss Hermite Quadrature Equation?I found Matlab files that integrate using Gauss Hermite technique but they do not tabulate the weights and nodes..I need only the weights and nodes for various points.Thanks

Subject: Getting the weights and nodes for a Gauss Hermite Quadrature...

From: Roger Stafford

Date: 12 Jul, 2011 22:35:13

Message: 2 of 2

"Anand Anand" wrote in message <ivid80$2vl$1@newscl01ah.mathworks.com>...
> How do I get the weights and nodes of a Gauss Hermite Quadrature Equation?I found Matlab files that integrate using Gauss Hermite technique but they do not tabulate the weights and nodes..I need only the weights and nodes for various points.Thanks
- - - - - - - - - -
  There is a function called "GaussHermite_2" on the File Exchange at:

 http://www.mathworks.com/matlabcentral/fileexchange/26737

written by Geert Van Damme which computes the weights and nodes for the "physicists" Hermite polynomials. I checked it for n = 2, 3, and 4 and it does indeed give the correct nodes.

Roger Stafford

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