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Trailing-Edge - PDP-10 Archives - decus_20tap2_198111 - decus/20-0026/ql3.doc
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SUBROUTINE QL3

PURPOSE
   TO COMPUTE INTEGRAL(EXP(-X)*FCT(X), SUMMED OVER X FROM 0
		       TO INFINITY).

USAGE
   CALL QL3 (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 3-POINT GAUSSIAN-LAGUERRE
   QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
   FCT(X) IS A POLYNOMIAL UP TO DEGREE 5.
   FOR REFERENCE, SEE
   V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
   MACMILLAN, NEW YORK/LONDON, 1962, PP.130-132 AND 347-352.