orthax.recurrence.HermiteE

class orthax.recurrence.HermiteE(scale: str = 'standard')Source

Recurrence relation for (probabalists) Hermite polynomials \(He_n(x)\)

Hermite polynomials are orthogonal on the interval (-inf, inf) with the weight function \(w(x) = e^{-x^2/2}\)

Parameters:

scale ({"standard", "monic", "normalized"}) – “standard” corresponds to the common scaling found in textbooks such as Abramowitz & Stegun. “monic” scales them such that the leading coefficient is 1. “normalized” scales them to have a weighted norm of 1.

__init__(scale: str = 'standard')Source

Methods

__init__([scale])

a(k)

a coefficients of the monic three term recurrence relation.

b(k)

b coefficients of the monic three term recurrence relation.

g(k)

Weighted norm of the kth monic orthogonal polynomial.

m(k)

Coefficient of x**k in the kth polynomial in the desired normalization.

weight(x)

Weight function defining inner product.

Attributes

domain

Lower and upper bounds for inner product defining orthogonality.