Code covered by the BSD License
function [t,w]=Gausshp(N) if N<0, error('Gauss-Hermite polynomial of negative order??'); end t=roots(Hermitp(N))'; A(1,:)= ones(1,N); b(1)=sqrt(pi); for n=2:N A(n,:)=A(n-1,:).*t; if mod(n,2)==1, b(n)= (n-2)/2*b(n-2); else b(n)= 0; end end w= b/A';
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