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gauss_hermite

Function gauss_hermite 

pub(crate) fn gauss_hermite(n: usize) -> Vec<(f64, f64)>
Expand description

Gauss–Hermite nodes and weights for a standard normal: Σ wᵢ·f(xᵢ) ≈ E[f(Z)], the weights summing to one. The roots of the physicists’ Hermite polynomial by Newton iteration on its orthonormal recurrence, seeded from the largest root inward, then rescaled to the normal density.