hermite_rule_test, a C++ code which calls hermite_rule(), which generates a specific Gauss-Hermite quadrature rule, based on user input.
The computer code and data files described and made available on this web page are distributed under the MIT license
hermite_rule, a C++ code which computes and print a Gauss-Hermite quadrature rule for estimating the integral of a function with density exp(-x^2) over the interval (-oo,+oo).