diff --git a/matlab/gauss_hermite_weights_and_nodes.m b/matlab/gauss_hermite_weights_and_nodes.m index 7db89ca26c9fbd359bf3430b54c22dd532d29131..5946ac25e561ded14884bcc64778b652223309f1 100644 --- a/matlab/gauss_hermite_weights_and_nodes.m +++ b/matlab/gauss_hermite_weights_and_nodes.m @@ -105,4 +105,19 @@ nodes = sqrt(2)*nodes; %$ t(2) = dyn_assert(ones(1,2),variance,1e-12); %$ t(3) = dyn_assert(zeros(1,2),expectation,1e-12); %$ T = all(t); -%@eof:3 \ No newline at end of file +%@eof:3 + +%@test:4 +%$ n = 9; sigma = .1; +%$ [nodes,weights] = gauss_hermite_weights_and_nodes(n); +%$ +%$ sum_of_weights = sum(weights); +%$ expectation = sum(weights.*nodes*.1); +%$ variance = sum(weights.*((nodes*.1).^2)); +%$ +%$ % Check the results. +%$ t(1) = dyn_assert(1.0,sum_of_weights,1e-12); +%$ t(2) = dyn_assert(.01,variance,1e-12); +%$ t(3) = dyn_assert(0.0,expectation,1e-12); +%$ T = all(t); +%@eof:4