Computing the zeros and weights of Gauss-Laguerre and Gauss-Hermite quadratures: 2 Matlab files

Thomas Vallee

Working Papers from HAL

Abstract: This article provides two simple Matlab files to compute the zeros and weights of the Gauss-Laguerre and Gauss-Hermite quadratures.

Keywords: Intregral Discretization; Gaus-Hermite; discrétisation d’intégrale; Gauss-Laguerre; Gauss-Hermite (search for similar items in EconPapers)
Date: 2018-07-18
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01843715
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