Class GaussHermiteQuadrature
- java.lang.Object
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- dev.nm.analysis.integration.univariate.riemann.gaussian.GaussianQuadrature
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- dev.nm.analysis.integration.univariate.riemann.gaussian.GaussHermiteQuadrature
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- All Implemented Interfaces:
Integrator
public class GaussHermiteQuadrature extends GaussianQuadrature
Gauss-Hermite quadrature exploits the fact that quadrature approximations are open integration formulas (that is, the values of the endpoints are not required) to evaluate of integrals in the range \((-\infty, \infty )\). The weighting function in this case is \(\exp(-x^2)\), which results in the evaluation points being roots of Hermite polynomials. Therefore, the method can be used for finding the integral \[ \int_{-\infty}^{+\infty} e^{-x^2} f(x)\,dx. \]- See Also:
- Wikipedia: Gauss-Hermite quadrature
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Constructor Summary
Constructors Constructor Description GaussHermiteQuadrature(int n)
Create an integrator of order n.
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