gaussHermiteQuadrature

Gauss-Hermite Quadrature

@safe pure nothrow @nogc

size_t

(

)

(

scope T[] x

scope T[] w

scope T[] work

)

Parameters

x T[]: (out) user-allocated quadrature nodes in ascending order length of N
w T[]: (out) user-allocated corresponding quadrature weights length of N
work T[]: (temp) user-allocated workspace length of greate or equal to (N + 1) ^^ 2

Return Value

Type: size_t

0 on success, xSTEQR LAPACK code on numerical error.

Examples

import mir.math.common;
import mir.ndslice.allocation;

auto n = 5;
auto x = new double[n];
auto w = new double[n];
auto work = new double[(n + 1) ^^ 2];

gaussHermiteQuadrature(x, w, work);

static immutable xc =
   [-2.02018287,
    -0.95857246,
     0.        ,
     0.95857246,
     2.02018287];

static immutable wc =
   [0.01995324,
    0.39361932,
    0.94530872,
    0.39361932,
    0.01995324];

foreach (i; 0 .. n)
{
    assert(x[i].approxEqual(xc[i]));
    assert(w[i].approxEqual(wc[i]));
}

gaussHermiteQuadrature

Parameters

Return Value

Examples

Meta

Source