hermegauss(deg)
Computes the sample points and weights for Gauss-HermiteE quadrature. These sample points and weights will correctly integrate polynomials of degree $2*deg - 1$ or less over the interval $[-\inf, \inf]$ with the weight function $f(x) = \exp(-x^2/2)$ .
The results have only been tested up to degree 100, higher degrees may be problematic. The weights are determined by using the fact that
$$w_k = c / (He'_n(x_k) * He_{n-1}(x_k))$$where $c$ is a constant independent of $k$ and $x_k$ is the k'th root of $He_n$ , and then scaling the results to get the right value when integrating 1.
Number of sample points and weights. It must be >= 1.
1-D ndarray containing the sample points.
1-D ndarray containing the weights.
Gauss-HermiteE quadrature.
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