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

Related Data and Programs:

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).

Source Code:

Last revised on 16 March 2020.