[Scipy-tickets] [SciPy] #1466: More accurate roots/weights for Gauss-Hermite quadrature

SciPy Trac scipy-tickets@scipy....
Mon Jul 4 15:21:25 CDT 2011


#1466: More accurate roots/weights for Gauss-Hermite quadrature
---------------------------+------------------------------------------------
 Reporter:  Bogdan         |       Owner:  pv         
     Type:  enhancement    |      Status:  new        
 Priority:  normal         |   Milestone:  Unscheduled
Component:  scipy.special  |     Version:  devel      
 Keywords:                 |  
---------------------------+------------------------------------------------

Comment(by josefpktd):

 Since I was also looking at this recently, and trying to figure out how to
 use it, I also found
 http://www.mathworks.com/matlabcentral/fileexchange/26737-legendre-
 laguerre-and-hermite-gauss-quadrature/content/GaussHermite.m

 it uses symmetrized companion matrix (BSD license)

 I don't know if that's better, since I still don't understand half of it.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1466#comment:4>
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