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Hermite Polynomials
william-dawson edited this page Feb 21, 2018
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This module allows you to compute an arbitrary Hermite polynomial of a matrix, based on the supplied coefficients. The Physicist variety of Hermite polynomials have been implemented, and are defined as:
T_0 = I
T_1 = 2A
T_{i+1} = 2AT_i - 2iT_{i-1}.
The benefit of Hermite polynomials is that they are defined on arbitrary intervals, instead of just [-1,1] like the Chebyshev polynomials are. This makes Hermite polynomials very useful for testing out new functions.
No citation is needed here.