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单词 Hermite Quadrature
释义

Hermite Quadrature

英语百科

Gauss–Hermite quadrature

(重定向自Hermite Quadrature)
Weights versus xi for four choices of n

In numerical analysis, Gauss–Hermite quadrature is a form of Gaussian quadrature for approximating the value of integrals of the following kind:

In this case

where n is the number of sample points used. The xi are the roots of the physicists' version of the Hermite polynomial Hn(x) (i = 1,2,...,n), and the associated weights wi are given by

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