Which algorithm is used to implement the HermiteH function (mathematics)
I need to port a numerical simulation written in Wolfram Mathematica to another language. The part that is giving me problems is that the code calls the HermiteH function with non-integer ordering (the parameter n
is a fraction, not an integer), which I assume is some kind of continuation of the Hermite polynomials. What algorithm can be used to implement this function, and what does it actually calculate when given a non-integer order?
(I know how to implement germite polynomials for integer orders)
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http://www.maplesoft.com/support/help/maple/view.aspx?path=HermiteH
For n other than a non-negative integer, the analytic continuation of the Hermite polynomial is given by the expression
where KummerM is the Kummer function (first kind) M and Γ is the gamma function
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