numpy.polynomial.hermite.hermgauss(deg)
[source]
Gauss-Hermite quadrature.
Computes the sample points and weights for Gauss-Hermite quadrature. These sample points and weights will correctly integrate polynomials of degree or less over the interval with the weight function .
Parameters: |
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Returns: |
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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
where is a constant independent of and is the k’th root of , and then scaling the results to get the right value when integrating 1.
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Licensed under the 3-clause BSD License.
https://docs.scipy.org/doc/numpy-1.17.0/reference/generated/numpy.polynomial.hermite.hermgauss.html