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Computing the zeros and weights of Gauss-Laguerre and Gauss-Hermite quadratures: 2 Matlab files

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  • Thomas Vallée

    (LEMNA - Laboratoire d'économie et de management de Nantes Atlantique - IEMN-IAE Nantes - Institut d'Économie et de Management de Nantes - Institut d'Administration des Entreprises - Nantes - UN - Université de Nantes)

Abstract

This article provides two simple Matlab files to compute the zeros and weights of the Gauss-Laguerre and Gauss-Hermite quadratures.

Suggested Citation

  • Thomas Vallée, 2018. "Computing the zeros and weights of Gauss-Laguerre and Gauss-Hermite quadratures: 2 Matlab files," Working Papers halshs-01843715, HAL.
    • Handle: RePEc:hal:wpaper:halshs-01843715
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01843715
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    References listed on IDEAS

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    1. Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, December.
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