sandbox/easystab/herroots.m

    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