SG++

#include <GaussHermiteQuadRule1D.hpp>

## Public Member Functions

void getLevelPointsAndWeightsNormalized (size_t level, base::DataVector &coordinates, base::DataVector &weights, double mean=0.0f, double stdd=1.0f)
the coordinates are scaled by sqrt(2) and then normalized with respect to a given mean and standard deviation. More...

Public Member Functions inherited from sgpp::base::QuadRule1D
void getLevelPointsAndWeights (size_t level, base::DataVector &coordinates, base::DataVector &weights)

size_t getMaxSupportedLevel () const

## Static Public Member Functions

std::vector< double > coordinatesWeights

## Detailed Description

The points and the weights are generated with numpy.polynomial.hermite.hermgauss, the coordinates are scaled by sqrt(2), the weights are normalized to 1.

override
delete

## Member Function Documentation

static
 void sgpp::base::GaussHermiteQuadRule1D::getLevelPointsAndWeightsNormalized ( size_t level, base::DataVector & coordinates, base::DataVector & weights, double mean = 0.0f, double stdd = 1.0f )

the coordinates are scaled by sqrt(2) and then normalized with respect to a given mean and standard deviation.

The weights are normalized to 1.

Parameters
 level level of quadrature, is equal to the number of quadrature points coordinates returns the x-coordinates in [-infty, infty] weights returns the corresponding weights (scaled by sqrt(2)) mean mean of the normal distribution the coordinates should be transformed to stdd standard deviation of the normal distribution the coordinates should be transformed to