[−][src]Struct gauss_quad::hermite::GaussHermite
Fields
nodes: Vec<f64>
weights: Vec<f64>
Methods
impl GaussHermite
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pub fn init(deg: usize) -> GaussHermite
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pub fn nodes_and_weights(deg: usize) -> (Vec<f64>, Vec<f64>)
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Apply Golub-Welsch algorithm to determine Gauss-Hermite nodes & weights construct companion matrix A for the Hermite Polynomial using the relation: 1/2 H_{n+1} + n H_{n-1} = x H_n A similar matrix that is symmetrized is constructed by D A D^{-1} Resulting in a symmetric tridiagonal matrix with 0 on the diagonal & sqrt(n/2) on the off-diagonal root & weight finding are equivalent to eigenvalue problem see Gil, Segura, Temme - Numerical Methods for Special Functions
pub fn integrate<F>(&self, integrand: F) -> f64 where
F: Fn(f64) -> f64,
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F: Fn(f64) -> f64,
Perform quadrature of integrand using given nodes x and weights w
Auto Trait Implementations
impl Unpin for GaussHermite
impl Sync for GaussHermite
impl Send for GaussHermite
impl UnwindSafe for GaussHermite
impl RefUnwindSafe for GaussHermite
Blanket Implementations
impl<T> From<T> for T
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impl<T, U> Into<U> for T where
U: From<T>,
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U: From<T>,
impl<T, U> TryFrom<U> for T where
U: Into<T>,
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U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>
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impl<T, U> TryInto<U> for T where
U: TryFrom<T>,
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U: TryFrom<T>,
type Error = <U as TryFrom<T>>::Error
The type returned in the event of a conversion error.
fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>
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impl<T> Borrow<T> for T where
T: ?Sized,
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T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
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T: ?Sized,
fn borrow_mut(&mut self) -> &mut T
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impl<T> Any for T where
T: 'static + ?Sized,
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T: 'static + ?Sized,
impl<T> Same<T> for T
type Output = T
Should always be Self
impl<SS, SP> SupersetOf<SS> for SP where
SS: SubsetOf<SP>,
SS: SubsetOf<SP>,