function w_nd = product_weight_herm ( dim_num, order_1d, order_nd ) %*****************************************************************************80 % %% PRODUCT_WEIGHT_HERM: weights for a product Gauss-Hermite rule. % % Discussion: % % This routine computes the weights for a quadrature rule which is % a product of 1D Gauss-Hermite rules of varying order. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 08 October 2007 % % Author: % % John Burkardt % % Parameters: % % Input, integer DIM_NUM, the spatial dimension. % % Input, integer ORDER_1D(DIM_NUM), the order of the 1D rules. % % Input, integer ORDER_ND, the order of the product rule. % % Output, real W_ND(1,ORDER_ND), the product rule weights. % w_nd = ones ( 1, order_nd ); for dim = 1 : dim_num w_1d = hermite_weights ( order_1d(dim) ); w_nd = r8vec_direct_product2 ( dim, order_1d(dim), w_1d, dim_num, ... order_nd, w_nd ); end return end