Multivariate Products of Hermite Polynomials

**HERMITE_PRODUCT_POLYNOMIAL**,
a MATLAB library which
defines a Hermite product polynomial (HePP), creating a multivariate
polynomial as the product of univariate Hermite polynomials.

The Hermite polynomials are a polynomial sequence He(i,x), with polynomial I having degree I.

The first few Hermite polynomials He(i,x) are

0: 1 1: x 2: x^2 - 1 3: x^3 - 3 x 4: x^4 - 6 x^2 + 3 5: x^5 - 10 x^3 + 15 x

A Hermite product polynomial may be defined in a space of M dimensions by choosing M indices. To evaluate the polynomial at a point X, compute the product of the corresponding Hermite polynomials, with each the I-th polynomial evaluated at the I-th coordinate:

He((I1,I2,...IM),X) = He(1,X(1)) * He(2,X(2)) * ... * He(M,X(M)).

Families of polynomials which are formed in this way can have useful properties for interpolation, derivable from the properties of the 1D family.

While it is useful to generate a Hermite product polynomial from its index set, and it is easy to evaluate it directly, the sum of two Hermite product polynomials cannot be reduced to a single Hermite product polynomial. Thus, it may be useful to generate the Hermite product polynomial from its indices, but then to convert it to a standard polynomial form.

The representation of arbitrary multivariate polynomials can be complicated. In this library, we have chosen a representation involving the spatial dimension M, and three pieces of data, O, C and E.

- O is the number of terms in the polynomial.
- C() is a real vector of length O, containing the coefficients of each term.
- E() is an integer vector of length O, which defines the index (the exponents of X(1) through X(M)) of each term.

The exponent indexing is done in a natural way, suggested by the following indexing for the case M = 2:

1: x^0 y^0 2: x^0 y^1 3: x^1 y^0 4: x^0 y^2 5: x^1 y^1 6; x^2 y^0 7: x^0 y^3 8: x^1 y^2 9: x^2 y^1 10: x^3 y^0 ...

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

**HERMITE_PRODUCT_POLYNOMIAL** is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version.

COMBO, a MATLAB library which includes routines for ranking, unranking, enumerating and randomly selecting balanced sequences, cycles, graphs, Gray codes, subsets, partitions, permutations, restricted growth functions, Pruefer codes and trees.

HERMITE_POLYNOMIAL, a MATLAB library which evaluates the Hermite polynomial and associated functions.

hermite_product_polynomial_test

LEGENDRE_PRODUCT_POLYNOMIAL, a MATLAB library which defines Legendre product polynomials, creating a multivariate polynomial as the product of univariate Legendre polynomials.

MONOMIAL, a MATLAB library which enumerates, lists, ranks, unranks and randomizes multivariate monomials in a space of M dimensions, with total degree less than N, equal to N, or lying within a given range.

POLPAK, a MATLAB library which evaluates a variety of mathematical functions, including Chebyshev, Gegenbauer, Hermite, Jacobi, Laguerre, Legendre polynomials, and the Collatz sequence.

POLYNOMIAL, a MATLAB library which adds, multiplies, differentiates, evaluates and prints multivariate polynomials in a space of M dimensions.

SUBSET, a MATLAB library which enumerates, generates, ranks and unranks combinatorial objects including combinations, compositions, Gray codes, index sets, partitions, permutations, subsets, and Young tables.

- comp_enum.m, enumerates the compositions of an integer into K parts.
- comp_next_grlex.m, returns the next composition of an integer into K parts, using grlex order.
- comp_random_grlex.m, returns a random composition of an integer into K parts, with the integer between 0 and N.
- comp_rank_grlex.m, ranks a composition of an integer into K parts, using grlex order.
- comp_unrank_grlex.m, returns the composition of an integer into K parts of a given rank, using grlex order.
- hep_coefficients.m, returns the coefficients of a Hermite polynomial
- hep_value.m, evaluates a Hermite polynomial at a point.
- hep_values.m, returns a table of sample values of Hermite polynomials.
- hepp_to_polynomial.m, converts a Hermite Product Polynomial to standard polynomial form.
- hepp_value.m, evaluates a Hermite Product Polynomial at a point.
- i4_choose.m, computes the binomial coefficient C(N,K) as an I4.
- i4_uniform_ab.m, returns a random integer in a given range.
- mono_rank_grlex.m, returns the grlex rank of a monomial in the sequence of all monomials in D dimensions of degree N or less.
- mono_unrank_grlex.m, given the grlex rank, returns the corresponding monomial in the sequence of all monomials in M dimensions.
- mono_value.m, evaluates a monomial.
- polynomial_compress.m, "compresses" a polynomial by merging coefficients associated with the same monomial.
- polynomial_print.m, prints a polynomial.
- polynomial_sort.m, sorts the terms in a polynomial.
- polynomial_value.m, evaluates a polynomial.
- r8vec_uniform_ab.m, returns a random real vector in [A,B].
- timestamp.m, prints the YMDHMS date as a timestamp.