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keisanHigh-precision calculations for everyday life and work

Gauss-Hermite numerical integration

TOP/Numerical integration/Gauss-Hermite numerical integration
ライブラリ名概要
Gauss-Hermite numerical integrationWe will compute the integral over the interval (-∞, ∞) using the Gauss-Hermite quadrature method.
Interpolation points and weights in the Gauss-Hermite quadrature methodCalculates the nodes and weights for Gauss-Hermite numerical integration.