HERMITE_PRODUCT_POLYNOMIAL
Multivariate Products of Hermite Polynomials

HERMITE_PRODUCT_POLYNOMIAL, a FORTRAN90 library which defines a Hermite product polynomial (HePP), creating a multivariate polynomial as the product of univariate Hermite polynomials.

The Hermite polynomials are a polynomial sequence He(i,x), with polynomial I having degree I.

The first few Hermite polynomials He(i,x) are

        0: 1
        1: x
        2: x^2 -  1
        3: x^3 -  3 x
        4: x^4 -  6 x^2 + 3
        5: x^5 - 10 x^3 + 15 x
      

A Hermite product polynomial may be defined in a space of M dimensions by choosing M indices. To evaluate the polynomial at a point X, compute the product of the corresponding Hermite polynomials, with each the I-th polynomial evaluated at the I-th coordinate:

        He((I1,I2,...IM),X) = He(1,X(1)) * He(2,X(2)) * ... * He(M,X(M)).
      

Families of polynomials which are formed in this way can have useful properties for interpolation, derivable from the properties of the 1D family.

While it is useful to generate a Hermite product polynomial from its index set, and it is easy to evaluate it directly, the sum of two Hermite product polynomials cannot be reduced to a single Hermite product polynomial. Thus, it may be useful to generate the Hermite product polynomial from its indices, but then to convert it to a standard polynomial form.

The representation of arbitrary multivariate polynomials can be complicated. In this library, we have chosen a representation involving the spatial dimension M, and three pieces of data, O, C and E.

• O is the number of terms in the polynomial.
• C() is a real vector of length O, containing the coefficients of each term.
• E() is an integer vector of length O, which defines the index (the exponents of X(1) through X(M)) of each term.

The exponent indexing is done in a natural way, suggested by the following indexing for the case M = 2:

        1: x^0 y^0  
        2: x^0 y^1
        3: x^1 y^0
        4: x^0 y^2
        5: x^1 y^1
        6; x^2 y^0
        7: x^0 y^3
        8: x^1 y^2
        9: x^2 y^1
       10: x^3 y^0
       ...
      

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

HERMITE_PRODUCT_POLYNOMIAL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

COMBO, a FORTRAN90 library which includes routines for ranking, unranking, enumerating and randomly selecting balanced sequences, cycles, graphs, Gray codes, subsets, partitions, permutations, restricted growth functions, Pruefer codes and trees.

HERMITE_POLYNOMIAL, a FORTRAN90 library which evaluates the Hermite polynomial and associated functions.

LEGENDRE_PRODUCT_POLYNOMIAL, a FORTRAN90 library which defines Legendre product polynomials, creating a multivariate polynomial as the product of univariate Legendre polynomials.

MONOMIAL, a FORTRAN90 library which enumerates, lists, ranks, unranks and randomizes multivariate monomials in a space of M dimensions, with total degree less than N, equal to N, or lying within a given range.

POLPAK, a FORTRAN90 library which evaluates a variety of mathematical functions, including Chebyshev, Gegenbauer, Hermite, Jacobi, Laguerre, Legendre polynomials, and the Collatz sequence.

POLYNOMIAL, a FORTRAN90 library which adds, multiplies, differentiates, evaluates and prints multivariate polynomials in a space of M dimensions.

SUBSET, a FORTRAN90 library which enumerates, generates, ranks and unranks combinatorial objects including combinations, compositions, Gray codes, index sets, partitions, permutations, subsets, and Young tables.

Source Code:

• hpp.f90, the source code.

Examples and Tests:

• hpp_test.f90, a sample calling program.
• hpp_test.txt, the output file.

List of Routines:

• COMP_ENUM returns the number of compositions of the integer N into K parts.
• COMP_NEXT_GRLEX returns the next composition in grlex order.
• COMP_RANDOM_GRLEX: random composition with degree less than or equal to NC.
• COMP_RANK_GRLEX computes the graded lexicographic rank of a composition.
• COMP_UNRANK_GRLEX computes the composition of given grlex rank.
• HEP_COEFFICIENTS: coefficients of He(n,x).
• HEP_VALUE evaluates the Hermite polynomials He(n,x).
• HEP_VALUES: tabulated values of He(i,x).
• HEPP_TO_POLYNOMIAL writes a Hermite Product Polynomial as a polynomial.
• HEPP_VALUE evaluates a Hermite Product Polynomial at several points X.
• I4_CHOOSE computes the binomial coefficient C(N,K).
• I4_UNIFORM_AB returns a scaled pseudorandom I4 between A and B.
• I4VEC_PERMUTE permutes an I4VEC in place.
• I4VEC_PRINT prints an I4VEC.
• I4VEC_SORT_HEAP_INDEX_A does an indexed heap ascending sort of an I4VEC.
• I4VEC_SUM returns the sum of the entries of an I4VEC.
• MONO_RANK_GRLEX computes the graded lexicographic rank of a monomial.
• MONO_UNRANK_GRLEX computes the monomial of given grlex rank.
• MONO_VALUE evaluates a monomial.
• PERM_CHECK checks that a vector represents a permutation.
• POLYNOMIAL_COMPRESS compresses a polynomial.
• POLYNOMIAL_PRINT prints a polynomial.
• POLYNOMIAL_SORT sorts the information in a polynomial.
• POLYNOMIAL_VALUE evaluates a polynomial.
• R8VEC_PERMUTE permutes an R8VEC in place.
• R8VEC_PRINT prints an R8VEC.
• R8VEC_UNIFORM_AB returns a scaled pseudorandom R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the FORTRAN90 source codes.