pub fn gauss_hermite<F>(
f: F,
n: usize,
p: usize,
rm: RoundingMode,
cc: &mut Consts,
) -> Option<ExactNum>Expand description
Gauss–Hermite quadrature: ∫_{-∞}^{∞} f(x) e^{-x²} dx with n nodes.
Nodes are roots of the physicist’s H_n; weights
w_i = 2^{n-1} n! √π / (n² [H_{n-1}(x_i)]²).
Exact for f a polynomial of degree ≤ 2n−1.