hermite_rule_test, a MATLAB program which calls hermite_rule() to generate a specific 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.
hermite_rule, a MATLAB program which can compute and print a Gauss-Hermite quadrature rule for estimating the integral of a function with density exp(-x^2) over the interval (-oo,+oo).
HERM_O4 is a Hermite rule of order 4, created by the command
hermite_rule ( 4, 0.0, 1.0, 0, 'herm_o4' )