numpy.polynomial.hermite_e.hermegauss¶

numpy.polynomial.hermite_e.
hermegauss
(deg)[source]¶ GaussHermiteE quadrature.
Computes the sample points and weights for GaussHermiteE 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: deg : int
Number of sample points and weights. It must be >= 1.
Returns: x : ndarray
1D ndarray containing the sample points.
y : ndarray
1D 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_{n1}(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.