GaussHermiteWeightAndAbscissaFunction (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.math.impl.integration.GaussHermiteWeightAndAbscissaFunction

All Implemented Interfaces:

QuadratureWeightAndAbscissaFunction
```
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 Summary
  
  Constructors
  Constructor Description
  
  GaussHermiteWeightAndAbscissaFunction()
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  GaussianQuadratureData generate(int n)
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - GaussHermiteWeightAndAbscissaFunction
```
public GaussHermiteWeightAndAbscissaFunction()
```
- Method Detail
  - generate
```
public GaussianQuadratureData generate(int n)
```
    Specified by:
    
    generate in interface QuadratureWeightAndAbscissaFunction
    
    Parameters:
    
    n - The number of weights and abscissas to generate, not negative or zero
    
    Returns:
    
    An object containing the weights and abscissas