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

SciPy Trac scipy-tickets@scipy....
Mon Jul 4 15:34:48 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 charris):

 @joseph

 The symmetrized matrix comes from the original paper, it is obtained by a
 similarity transform of the usual companion matrix.

 The linked routine at mathworks is the same as the scipy version, unless
 matlab eig detects symmetrical matrices, in which case it would be the
 eigh scipy version.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1466#comment:5>
SciPy <http://www.scipy.org>
SciPy is open-source software for mathematics, science, and engineering.


More information about the Scipy-tickets mailing list