numpy.polynomial.hermite_e.hermegauss

numpy.polynomial.hermite_e.hermegauss(deg)

Gauss-HermiteE quadrature.

Computes the sample points and weights for Gauss-HermiteE quadrature. These sample points and weights will correctly integrate polynomials of degree or less over the interval with the weight function .

Parameters :

deg : int

Number of sample points and weights. It must be >= 1.

Returns :

x : ndarray

1-D ndarray containing the sample points.

y : ndarray

1-D ndarray containing the weights.

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.