MUQ  0.4.3
ProbabilistHermite Class Reference
Forward Uncertainty Quantification » Polynomial Chaos Expansions » Polynomials

A Probabilist Hermite polynomial ( \(1\), \(2x\), \(4x^2-2.0\), ect. ...) More...

#include <ProbabilistHermite.h>

Detailed Description

A Probabilist Hermite polynomial ( \(1\), \(2x\), \(4x^2-2.0\), ect. ...)

Probabilist Hermite polynomials are orthogonal with respect to \(\exp\left[-\frac{1}{2}x^2\right]\), which helps with some conditioning problems. Here we implement the probabilists' Hermite polynomials. note: Hermite may be unstable for high orders.

The documentation for this class was generated from the following file: