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MultBiplotR (version 23.11.0)

Multiquad: Multidimensional Gauss-Hermite quadrature

Description

Multidimensional Gauss-Hermite quadrature

Usage

Multiquad(nnodes, dims)

Value

Multidimensional Gauss-Hermite quadrature

Arguments

nnodes

Number of nodes of the quadrature

dims

Dimension of the solution

Author

Jose Luis Vicente Villardon

Details

Multidimensional Gauss-Hermite quadrature

References

Jackel, P. (2005). A note on multivariate Gauss-Hermite quadrature. http://www.awdz65.dsl.pipex.com/ANoteOnMultivariateGaussHermiteQuadrature.pdf

Examples

Run this code
Multiquad(5, 3)

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