hermite_exactness_test

hermite_exactness_test, a MATLAB code which calls hermite_exactness(), which investigates the polynomial exactness of a Gauss-Hermite quadrature rule for the infinite interval (-oo,+oo).

Licensing:

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_exactness, a MATLAB code which tests the monomial exactness of quadrature rules for estimating Hermite-type integrals of a function f(x) with density rho(x)=exp(-x^2) over the interval (-oo,+oo).

Source Code:

• hermite_exactness_test.m, calls all the tests.
• hermite_exactness_test.sh, runs all the tests.
• hermite_exactness_test.txt, the output file.

• hermite_probabilist_010_x.txt, the abscissas of the rule.
• hermite_probabilist_010_w.txt, the weights of the rule.