Gauss Hermite quadrature rule
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 (2024). Gauss Hermite quadrature rule (https://www.mathworks.com/matlabcentral/fileexchange/35594-gauss-hermite-quadrature-rule), MATLAB Central File Exchange. Retrieved .
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Version | Published | Release Notes | |
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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 |