module Math.Polynomial.Hermite where
import Math.Polynomial
import Data.VectorSpace
probHermite :: [Poly Integer]
probHermite
= one
: [ multPoly x h_n ^-^ polyDeriv h_n
| h_n <- probHermite
]
physHermite :: [Poly Integer]
physHermite
= one
: [ scalePoly 2 (multPoly x h_n) ^-^ polyDeriv h_n
| h_n <- physHermite
]
evalProbHermite :: (Integral a, Num b) => a -> b -> b
evalProbHermite n = fst . evalProbHermiteDeriv n
evalProbHermiteDeriv :: (Integral a, Num b) => a -> b -> (b, b)
evalProbHermiteDeriv 0 _ = (1, 0)
evalProbHermiteDeriv 1 x = (x, 1)
evalProbHermiteDeriv n x
| n < 0 = error "evalProbHermite: n < 0"
| otherwise = loop 1 x 1
where
loop k h_k h_km1
| k == n = (h_k, k' * h_km1)
| otherwise = loop (k+1) (x * h_k k' * h_km1) h_k
where k' = fromIntegral k
evalPhysHermite :: (Integral a, Num b) => a -> b -> b
evalPhysHermite n = fst . evalPhysHermiteDeriv n
evalPhysHermiteDeriv :: (Integral a, Num b) => a -> b -> (b,b)
evalPhysHermiteDeriv 0 _ = (1, 0)
evalPhysHermiteDeriv 1 x = (2*x, 2)
evalPhysHermiteDeriv n x
| n < 0 = error "evalProbHermite: n < 0"
| otherwise = loop 1 (2*x) 1
where
loop k h_k h_km1
| k == n = (h_k, 2 * k' * h_km1)
| otherwise = loop (k+1) (2 * (x * h_k k' * h_km1)) h_k
where k' = fromIntegral k