chebfun/chebfun — pull request #1238 by ajt60gaibb (2014-10-24 15:58:31+00:00)
Title: Asy hermpts

Newton's method for computing Gauss-Hermite quadrature nodes and weights with evaluation of Hermite polynomials and derivatives using boundary asymptotic expansions and asymptotic initial guesses for the nodes. The resulting algorithm has `O(n)` complexity.

At the moment GLR, REC, GW, and ASY are four methods implemented in `hermpts`. This is on purpose as it allows for further comparison and experimentation. As it stands, the most accurate method is obtained by a hybrid of GLR and ASY (which is not implemented here).