[−][src]Struct gauss_quad::hermite::GaussHermite

pub struct GaussHermite {
    pub nodes: Vec<f64>,
    pub weights: Vec<f64>,
}

Fields

nodes: Vec<f64>weights: Vec<f64>

Methods

impl GaussHermite[src]

pub fn init(deg: usize) -> GaussHermite[src]

pub fn nodes_and_weights(deg: usize) -> (Vec<f64>, Vec<f64>)[src]

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, [src]

Perform quadrature of integrand using given nodes x and weights w

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