You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
exp.(-_x.^2).*_w gives the Gauss quadrature weights so sum(exp.(-_x.^2).*_w) will give what they think is the integral of 1 * exp(-x^2). We know this should be sqrt(π) so this line fixes any issue with getting the scaling wrong.
Note this was present in @ajt60gaibb original implementation:
This might be obvious, but why do you do
_w .*= sqrt(π)/sum(exp.(-_x.^2).*_w)
(in line 54) to the unweighted Gauss-Hermite quadrature weights?
Thanks!
The text was updated successfully, but these errors were encountered: