rrectly integrate polynomials of degree :math:`2n - 1` or less over the interval :math:`[-\infty, \infty]` with weight function :math:`w(x) = e^{-x^2}`. See 22.2.14 in [AS]_ for details. Parameters ---------- n : int quadrature order mu : bool, optional If True, return the sum of the weights, optional. Returns ------- x : ndarray Sample points w : ndarray Weights mu : float Sum of the weights See Also -------- scipy.integrate.fixed_quad numpy.polynomial.hermite.hermgauss roots_hermitenorm Notes ----- For small n up to 150 a modified version of the Golub-Welsch algorithm is used. Nodes are computed from the eigenvalue problem and improved by one step of a Newton iteration. The weights are computed from the well-known analytical formula. For n larger than 150 an optimal asymptotic algorithm is applied which computes nodes and weights in a numerically stable manner. The algorithm has linear runtime making computation for very large n (several thousand or more) feasible. References ---------- .. [townsend.trogdon.olver-2014] Townsend, A. and Trogdon, T. and Olver, S. (2014) *Fast computation of Gauss quadrature nodes and weights on the whole real line*. :arXiv:`1410.5286`. .. [townsend.trogdon.olver-2015] Townsend, A. and Trogdon, T. and Olver, S. (2015) *Fast computation of Gauss quadrature nodes and weights on the whole real line*. IMA Journal of Numerical Analysis :doi:`10.1093/imanum/drv002`. .. [AS] Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972. r