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33 lines
860 B
Plaintext
33 lines
860 B
Plaintext
8 months ago
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*! version 2.0, October 2002 (SJ4-1: st0057)
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program define hermite
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version 7.0
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tokenize `0'
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local n "`1'"
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local x "`2'"
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local w "`3'"
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local last = `n' + 2
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tempvar p
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tempname i
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qui gen double `p' = .
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scalar `i' = 1
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while `i' <= 10 {
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qui replace `p' = 0 in 1
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qui replace `p' = _pi^(-0.25) in 2
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qui replace `p' = `x'*sqrt(2/(_n-2))*`p'[_n-1] /*
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*/ - sqrt((_n-3)/(_n-2))*`p'[_n-2] in 3/`last'
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scalar `w' = sqrt(2*`n')*`p'[`last'-1]
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scalar `x' = `x' - `p'[`last']/`w'
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if abs(`p'[`last']/`w') < 3e-14 {
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scalar `w' = 2/(`w'*`w')
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exit
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}
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scalar `i' = `i' + 1
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}
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di in red "hermite did not converge"
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exit 499
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end
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exit
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