Integration
Constructs a new Gauss-Hermite quadrature rule
that uses the extrema of a Chebyshev polynomial as nodes.
Definition
Namespace: Numerics.NET.Calculus
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.6
C#
A Gauss-Hermite quadrature rule of order n.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.6
public static SimpleIntegrationRule GaussHermite(
int n
)Parameters
- n Int32
- The number of points in the quadrature rule.
Return Value
SimpleIntegrationRuleA Gauss-Hermite quadrature rule of order n.
Remarks
Gauss-Hermite rules are a form of Gaussian quadrature based on Hermite polynomials. The weight function is:
w(x) = \e^{-x^2}The rule is valid over the entire real line.