function r = herroots(N); % The function r = herroots(N) computes the roots of the % Hermite polynomial of degree N. % J.A.C. Weideman, S.C. Reddy 1998. J = diag(sqrt([1:N-1]),1)+diag(sqrt([1:N-1]),-1); % Jacobi matrix r = sort(eig(sparse(J)))/sqrt(2); % Compute eigenvalues