📄 comp_hermite.m
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function y = comp_hermite(n, x);%COMP_HERMITE Compute sampling of continuous Hermite function.% Usage: y = comp_hermite(n, x);%% COMP_HERMITE(n, x) evaluates the n-th Hermite function at the vector x.% The function is normalized to have the L^2(-inf,inf) norm equal to one.%% A minimal effort is made to avoid underflow in recursion.% If used to evaluate the Hermite quadratures, it works for n <= 2400%% This program is free software: you can redistribute it and/or modify% it under the terms of the GNU General Public License as published by% the Free Software Foundation, either version 3 of the License, or% (at your option) any later version.% % This program is distributed in the hope that it will be useful,% but WITHOUT ANY WARRANTY; without even the implied warranty of% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the% GNU General Public License for more details.% % You should have received a copy of the GNU General Public License% along with this program. If not, see <http://www.gnu.org/licenses/>.% Author:% T. Hrycak, Oct 5, 2005% Last modified July 17, 2007rt = 1 / sqrt(sqrt(pi));if n == 0 y = rt * exp(-0.5 * x.^2);endif n == 1 y = rt * sqrt(2) * x .* exp(-0.5 * x.^2);end% % if n > 2, conducting the recursion.%if n >= 2 ef = exp(-0.5 * (x.^2) / (n+1)); tmp1 = rt * ef; tmp2 = rt * sqrt(2) * x .* (ef.^2); for k = 2:n y = sqrt(2)*x.*tmp2 - sqrt(k-1)*tmp1 .* ef; y = ef .* y / sqrt(k); tmp1 = tmp2; tmp2 = y; endend
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