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decus/20-0026/dql16.doc
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SUBROUTINE DQL16
PURPOSE
TO COMPUTE INTEGRAL(EXP(-X)*FCT(X), SUMMED OVER X
FROM 0 TO INFINITY).
USAGE
CALL DQL16 (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-LAGUERRE
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.24-25.