A Note on Gauss-Hermite Quadrature
✍ Scribed by Qing Liu and Donald A. Pierce
- Book ID
- 124299829
- Publisher
- Oxford University Press
- Year
- 1994
- Tongue
- English
- Weight
- 677 KB
- Volume
- 81
- Category
- Article
- ISSN
- 0006-3444
- DOI
- 10.2307/2337136
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This paper exends the results presented in Gustafson and Hagler (in press) by explicating the (2n)-point Laurent-Hermite-Gauss quadrature formula of parameters 7, 2 > 0: Jk n,k,jl n,k,j oc j=--1 k=l where the abscissas h~,"£~) and weights H (~'';4 n,~j are given in terms of the abscissas and weight
The existence and uniqueness of the Gaussian interval quadrature formula with respect to the Hermite weight function on R is proved. Similar results have been recently obtained for the Jacobi weight on [-1, 1] and for the generalized Laguerre weight on [0, +∞). Numerical construction of the Gauss-He