quadpts moments::get_quadpts_univariate_Gaussian ( size_t  dimension,
size_t  num_points 
) const

Function that computes the quadrature points and weights from the raw moments of the Gaussian distribution.

Parameters:
dimension: Dimension of the problem
num_points: Number of quadrature points
Returns:
quadpts : A vector of class quadpts

Computes the quadrature points as the zeros of the Gauss-Hermite polynomials. Weights correspond to the quadrature formula. Works only for univariate Gaussian distributions.

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