Trailing-Edge
-
PDP-10 Archives
-
decus_20tap2_198111
-
decus/20-0026/qh9.doc
There are 2 other files named qh9.doc in the archive.  Click here to see a list.
SUBROUTINE QH9
PURPOSE
   TO COMPUTE INTEGRAL(EXP(-X*X)*FCT(X), SUMMED OVER X FROM
		       -INFINITY TO +INFINITY).
USAGE
   CALL QH9 (FCT,Y)
   PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT
DESCRIPTION OF PARAMETERS
   FCT	  - THE NAME OF AN EXTERNAL FUNCTION SUBPROGRAM USED.
   Y	  - THE RESULTING INTEGRAL VALUE.
REMARKS
   NONE
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
   THE EXTERNAL FUNCTION SUBPROGRAM FCT(X) MUST BE FURNISHED
   BY THE USER.
METHOD
   EVALUATION IS DONE BY MEANS OF 9-POINT GAUSSIAN-HERMITE
   QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
   FCT(X) IS A POLYNOMIAL UP TO DEGREE 17.
   FOR REFERENCE, SEE
   V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
   MACMILLAN, NEW YORK/LONDON, 1962, PP.129-130 AND 343-346.