Class GaussHermiteWeightAndAbscissaFunction

  • All Implemented Interfaces:

    public class GaussHermiteWeightAndAbscissaFunction
    extends Object
    implements QuadratureWeightAndAbscissaFunction
    Class that generates weights and abscissas for Gauss-Hermite quadrature. Orthonormal Hermite polynomials $H_N$ are used to generate the weights (see OrthonormalHermitePolynomialFunction) using the formula: $$ \begin{align*} w_i = \frac{2}{(H_n'(x_i))^2} \end{align*} $$ where $x_i$ is the $i^{th}$ root of the orthogonal polynomial and $H_i'$ is the first derivative of the $i^{th}$ polynomial.
    • Constructor Detail

      • GaussHermiteWeightAndAbscissaFunction

        public GaussHermiteWeightAndAbscissaFunction()