SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian

• 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 $\int_{-\infty}^{+\infty} e^{-x^2} f(x)\,dx.$

• Constructor Summary

Constructors
Constructor and Description
GaussHermiteQuadrature(int n)
Create an integrator of order n.

• Methods inherited from class com.numericalmethod.suanshu.analysis.integration.univariate.riemann.gaussian.GaussianQuadrature

getPrecision, integrate
• Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• Constructor Detail

public GaussHermiteQuadrature(int n)
n - the number of points in the quadrature rule