gen_hermite_rule_test, a MATLAB program which calls gen_hermite_rule() to generate a specific generalized Gauss-Hermite quadrature rule, based on user input.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
gen_hermite_rule, a MATLAB program which can compute and print a generalized Gauss-Hermite quadrature rule.