Added unitary test.

matlab/gauss_hermite_weights_and_nodes.m

@@ -56,4 +56,19 @@ JacobiMatrix = diag(b,1)+diag(b,-1);
 JacobiEigenVector = JacobiEigenVectors(1,:);
 JacobiEigenVector = transpose(JacobiEigenVector(idx));
 weights = JacobiEigenVector.^2;
-nodes = sqrt(2)*nodes;
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+nodes = sqrt(2)*nodes;
+
+%@test:1
+%$ n = 5;
+%$ [nodes,weights] = gauss_hermite_weights_and_nodes(n);
+%$
+%$ sum_of_weights = sum(weights);
+%$
+%$ % Expected nodes (taken from Judd (1998, table 7.4).
+%$ enodes = [-2.020182870; -0.9585724646; 0; 0.9585724646;   2.020182870]; 
+%$
+%$ % Check the results.
+%$ t(1) = dyn_assert(1.0,sum_of_weights,1e-12);
+%$ t(2) = dyn_assert(enodes,nodes/sqrt(2),1e-8);
+%$ T = all(t);
+%@eof:1
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