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Trailing-Edge - PDP-10 Archives - decuslib10-02 - 43,50145/qh2.doc
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SUBROUTINE QH2

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

USAGE
   CALL QH2 (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 2-POINT GAUSSIAN-HERMITE
   QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
   FCT(X) IS A POLYNOMIAL UP TO DEGREE 3.
   FOR REFERENCE, SEE
   V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
   MACMILLAN, NEW YORK/LONDON, 1962, PP.129-130 AND 343-346.