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decuslib20-02
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decus/20-0026/dqg12.doc
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SUBROUTINE DQG12
PURPOSE
TO COMPUTE INTEGRAL(FCT(X), SUMMED OVER X FROM XL TO XU)
USAGE
CALL DQG12 (XL,XU,FCT,Y)
PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT
DESCRIPTION OF PARAMETERS
XL - DOUBLE PRECISION LOWER BOUND OF THE INTERVAL.
XU - DOUBLE PRECISION UPPER BOUND OF THE INTERVAL.
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 12-POINT GAUSS QUADRATURE
FORMULA, WHICH INTEGRATES POLYNOMIALS UP TO DEGREE 23
EXACTLY. FOR REFERENCE, SEE
V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
MACMILLAN, NEW YORK/LONDON, 1962, PP.100-111 AND 337-340.