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More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.

time-shift
Stéphane Adjemian (Charybdis) 2011-12-16 16:02:32 +01:00
parent 6cecc181dc
commit cf1d07f31c
1 changed files with 35 additions and 1 deletions
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36
matlab/gauss_hermite_weights_and_nodes.m
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@ -71,4 +71,38 @@ nodes = sqrt(2)*nodes;
%$ t(1) = dyn_assert(1.0,sum_of_weights,1e-12);
%$ t(2) = dyn_assert(enodes,nodes/sqrt(2),1e-8);
%$ T = all(t);
%@eof:1
%@eof:1
%@test:2
%$ n = 9;
%$ [nodes,weights] = gauss_hermite_weights_and_nodes(n);
%$
%$ sum_of_weights = sum(weights);
%$ expectation = sum(weights.*nodes);
%$ variance = sum(weights.*(nodes.^2));
%$
%$ % Check the results.
%$ t(1) = dyn_assert(1.0,sum_of_weights,1e-12);
%$ t(2) = dyn_assert(1.0,variance,1e-12);
%$ t(3) = dyn_assert(0.0,expectation,1e-12);
%$ T = all(t);
%@eof:2
%@test:3
%$ n = 9;
%$ [nodes,weights] = gauss_hermite_weights_and_nodes(n);
%$
%$ NODES = cartesian_product_of_sets(nodes,nodes);
%$ WEIGHTS = cartesian_product_of_sets(weights,weights);
%$ WEIGHTS = prod(WEIGHTS,2);
%$
%$ sum_of_weights = sum(WEIGHTS);
%$ expectation = transpose(WEIGHTS)*NODES;
%$ variance = transpose(WEIGHTS)*NODES.^2;
%$
%$ % Check the results.
%$ t(1) = dyn_assert(1.0,sum_of_weights,1e-12);
%$ t(2) = dyn_assert(ones(1,2),variance,1e-12);
%$ t(3) = dyn_assert(zeros(1,2),expectation,1e-12);
%$ T = all(t);
%@eof:3