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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