Gauss-Hermite quadrature.
Computes the sample points and weights for Gauss-Hermite quadrature.
These sample points and weights will correctly integrate polynomials of
degree or less over the interval
with the weight function
.
Parameters : | deg : int
|
---|---|
Returns : | x : ndarray
y : ndarray
|
Notes
The results have only been tested up to degree 100, higher degrees may be problematic. The weights are determined by using the fact that
where is a constant independent of
and
is the k’th root of
, and then scaling the results to get
the right value when integrating 1.