GEN_HERMITE_RULE is a MATLAB program which generates a specific generalized Gauss-Hermite quadrature rule, based on user input.
The rule is written to three files for easy use as input to other programs.
The generalized Gauss Hermite quadrature rule is used as follows:
Integral ( -oo < x < +oo ) |x-a|^alpha * exp( - b * ( x - a)^2 ) f(x) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
gen_hermite_rule ( order, alpha, a, b, 'filename' )where
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
GEN_HERMITE_RULE is available in a C++ version and a FORTRAN90 version and a MATLAB version
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CHEBYSHEV2_RULE, a MATLAB program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.
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HERMITE_RULE, a MATLAB program which computes a generalized Gauss-Hermite quadrature rule.
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TRUNCATED_NORMAL_RULE, a MATLAB program which computes a quadrature rule for a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
gen_hermite_rule ( 4, 1.0, 0.0, 1.0, 'gen_herm_o4_a1.0' )
gen_hermite_rule ( 4, 1.0, 0.0, 1.0, 'gen_herm_o4_a1.0' )
gen_hermite_rule ( 4, 1.0, 0.0, 1.0, 'gen_herm_o4_a1.0' )
You can go up one level to the MATLAB source codes.