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Trailing-Edge - PDP-10 Archives - decus_20tap2_198111 - decus/20-0026/dqh16.doc
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SUBROUTINE DQH16

PURPOSE
   TO COMPUTE INTEGRAL(EXP(-X*X)*FCT(X), SUMMED OVER X FROM
		       -INFINITY TO +INFINITY).

USAGE
   CALL DQH16 (FCT,Y)
   PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT

DESCRIPTION OF PARAMETERS
   FCT	  - THE NAME OF AN EXTERNAL DOUBLE PRECISION FUNCTION
	    SUBPROGRAM USED.
   Y	  - THE RESULTING DOUBLE PRECISION INTEGRAL VALUE.

REMARKS
   NONE

SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
   THE EXTERNAL DOUBLE PRECISION FUNCTION SUBPROGRAM FCT(X)
   MUST BE FURNISHED BY THE USER.

METHOD
   EVALUATION IS DONE BY MEANS OF 16-POINT GAUSSIAN-HERMITE
   QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
   FCT(X) IS A POLYNOMIAL UP TO DEGREE 31.
   FOR REFERENCE, SEE
   SHAO/CHEN/FRANK, TABLES OF ZEROS AND GAUSSIAN WEIGHTS OF
   CERTAIN ASSOCIATED LAGUERRE POLYNOMIALS AND THE RELATED
   GENERALIZED HERMITE POLYNOMIALS, IBM TECHNICAL REPORT
   TR00.1100 (MARCH 1964), PP.213-214.