Hermite Transform / Inverse Hermite Transform

版本 1.0.8 (1.6 KB) 作者: Ryan Black
Function computes finite Hermite transform or its inverse transform.
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更新时间 2020/8/25

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Forward: Function input c is the ordinary power series coefficient vector. Function output fh is the Hermite transform coefficient vector.
fh = hermite_transform(c)

Inverse: Function output c is the ordinary power series coefficient vector. Function input fh is the Hermite transform coefficient vector.
c = inverse_hermite_transform(fh)

Thorough theory can be found here
https://qr.ae/pNrYxL

Quick explanation
Define an ordinary power series, where c_k | k=0,1,2... denotes the ordinary coefficient vector
y(x) = c_0 + xc_1 + x^2c_2...
Define a Hermite transform , where fh_k | k=0,1,2... denotes the Hermite coefficient vector in terms of Hermite polynomials
y(x) = r_0 + H_1(x)r_1+H_2(x)r_2...
fh_k = sqrt(pi)(2^k)k!r_k

Forward transform:
Function input is the finite ordinary coefficient vector c_k | k=0,1,2...K and function output is equal-length Hermite coefficient vector fh_k | k=0,1,2...K

Inverse transform:
Function output is the finite ordinary coefficient vector c_k | k=0,1,2...K and function input is equal-length Hermite coefficient vector fh_k | k=0,1,2...K
Inverse

Example: Calculate fh_k given the Taylor polynomial coefficients c_k estimating the power series expansion of y(x) = e^x about x=0, then invert the transformation to restore c

Solution:
c = 1./factorial(0:15); %exponential taylor polynomial degree 15
fh = hermite_transform(c); %calculate fh
cr = inverse_hermite_transform %restore c exactly, call cr

Thorough theory can be found here
https://qr.ae/pNrYxL

引用格式

Ryan Black (2024). Hermite Transform / Inverse Hermite Transform (https://www.mathworks.com/matlabcentral/fileexchange/75032-hermite-transform-inverse-hermite-transform), MATLAB Central File Exchange. 检索时间: .

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1.0.8

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1.0.7

summary update because there was a capital letter out of place

1.0.6

added inverse example

1.0.5

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1.0.4

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1.0.3

Added much description and an example

1.0.2

added inverse transform to same file as forward

1.0.1

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1.0.0