numpy.polynomial.hermite_e.hermegauss

numpy.polynomial.hermite_e.hermegauss(deg) [source]

Gauss-HermiteE quadrature.

Computes the sample points and weights for Gauss-HermiteE quadrature. These sample points and weights will correctly integrate polynomials of degree $2*deg - 1$ or less over the interval $[-\inf, \inf]$ with the weight function $f(x) = \exp(-x^2/2)$ .

Parameters:

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.

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

$w_k = c / (He'_n(x_k) * He_{n-1}(x_k))$

where $c$ is a constant independent of $k$ and $x_k$ is the k’th root of $He_n$ , and then scaling the results to get the right value when integrating 1.

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https://docs.scipy.org/doc/numpy-1.11.0/reference/generated/numpy.polynomial.hermite_e.hermegauss.html