Open lyy132 opened 4 months ago
As I understand it, the variable 'qn', or order, in the context of Gauss-Hermite quadrature, refers to the number of sample points used in approximating integrals, denoted as (x_i), and are the roots of the polynomial of Hermite (H_n(x)), where (n) represents the order (see: https://en.wikipedia.org/wiki/Gauss%E2%80%93Hermite_quadrature). The higher the order, the more accurate the approximation becomes.
I wonder what role does variable 'qn' play?
If I change 'nu':
do i need to change 'qn' to get a accurate approximation?