function [ x, w ] = hermite_genz_keister_lookup ( n ) %*****************************************************************************80 % %% HERMITE_GENZ_KEISTER_LOOKUP sets a Hermite Genz-Keister rule. % % Discussion: % % The integral: % % integral ( -oo <= x <= +oo ) f(x) exp ( - x * x ) dx % % The quadrature rule: % % sum ( 1 <= i <= n ) w(i) * f ( x(i) ) % % A nested family of rules for the Hermite integration problem % was produced by Genz and Keister. The structure of the nested % family was denoted by 1+2+6+10+16, that is, it comprised rules % of successive orders O = 1, 3, 9, 19, and 35. % % The precisions of these rules are P = 1, 5, 15, 29, and 51. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 02 June 2010 % % Author: % % John Burkardt % % Reference: % % Alan Genz, Bradley Keister, % Fully symmetric interpolatory rules for multiple integrals % over infinite regions with Gaussian weight, % Journal of Computational and Applied Mathematics, % Volume 71, 1996, pages 299-309 % % Florian Heiss, Viktor Winschel, % Likelihood approximation by numerical integration on sparse grids, % Journal of Econometrics, % Volume 144, 2008, pages 62-80. % % Thomas Patterson, % The Optimal Addition of Points to Quadrature Formulae, % Mathematics of Computation, % Volume 22, Number 104, October 1968, pages 847-856. % % Parameters: % % Input, integer N, the order. % N must be 1, 3, 9, 19, or 35. % % Output, real X(N,1), the abscissas. % % Output, real W(N,1), the weights. % x = hermite_genz_keister_lookup_points ( n ); w = hermite_genz_keister_lookup_weights ( n ); return end