numpy.polynomial.hermite.
hermgauss
Gauss-Hermite quadrature.
Computes the sample points and weights for Gauss-Hermite quadrature. These sample points and weights will correctly integrate polynomials of degree
System Message: WARNING/2 (2*deg - 1)
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System Message: WARNING/2 ([-\inf, \inf])
System Message: WARNING/2 (f(x) = \exp(-x^2))
Number of sample points and weights. It must be >= 1.
1-D ndarray containing the sample points.
1-D ndarray containing the weights.
Notes
New in version 1.7.0.
The results have only been tested up to degree 100, higher degrees may be problematic. The weights are determined by using the fact that
System Message: WARNING/2 (w_k = c / (H'_n(x_k) * H_{n-1}(x_k)) )
where
System Message: WARNING/2 (c)
System Message: WARNING/2 (k)
System Message: WARNING/2 (x_k)
System Message: WARNING/2 (H_n)
