Gauss-Hermite积分Matlab源代码

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Gauss-Hermite积分Matlab源代码
Gauss-Hermite quadrature using tabulated abscissas and weights

Numerical integration from -Inf to Inf of an integrand in the form f(x)*exp(-x^2)  

f(x) must be a slowly varying function  

fn_val = GaussHermite(func, npt, varargin)  

func is a handle for f(x)  

npt is the number of points at which f(x) is to be evaluated. A look-up table of abscissas and weights is used, so npt must be 2, 4, 6, 8, 10, 12, 16 or 20.  

varargin contains any extra parameters for f  

TestGaussHermite(k,b) tests the integration for f(x) = 1, x^2, cos(bx),  
selected with k = 0, 1, 2 respectively.

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