hermite.he.quadrature.rules {gaussquad}

Create list of Hermite quadrature rules

Description

This function returns a list with n elements containing the order k quadrature rule data frame for the Hermite polynomials for orders k = 1,\;2,\; \ldots ,\;n.

Usage

hermite.he.quadrature.rules(n,normalized=FALSE)

Arguments

n

integer value for the highest order

normalized

boolean value. if TRUE rules are for orthonormal polynomials, otherwise they are for orthgonal polynomials

Details

An order k quadrature data frame is a named data frame that contains the roots and abscissa values of the corresponding order k orthogonal polynomial. The column with name x contains the roots or zeros and the column with name w contains the weights.

Value

A list with n elements each of which is a data frame

1

Quadrature rule data frame for the order 1 Hermite polynomial

2

Quadrature rule data frame for the order 2 Hermite polynomial

...

n

Quadrature rule data frame for the order n Hermite polynomial

Author(s)

Frederick Novomestky [e-mail]

References

Abramowitz, M. and I. A. Stegun, 1968. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, Dover Publications, Inc., New York.

Press, W. H., S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, 1992. Numerical Recipes in C, Cambridge University Press, Cambridge, U.K.

Stroud, A. H., and D. Secrest, 1966. Gaussian Quadrature Formulas, Prentice-Hall, Englewood Cliffs, NJ.

See Also

quadrature.rules, hermite.he.quadrature

Examples

###
### generate a list of quadrature rule frames for
### the Hermite orthogonal polynomials
### of orders 1 to 5
###
orthogonal.rules <- hermite.he.quadrature.rules( 5 )
print( orthogonal.rules )
###
### generate a list of quadrature rule frames for
### the Hermite orthonormal polynomials
### of orders 1 to 5
###
orthonormal.rules <- hermite.he.quadrature.rules( 5, TRUE )
print( orthonormal.rules )