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decus/20-0026/qh3.doc
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SUBROUTINE QH3
PURPOSE
TO COMPUTE INTEGRAL(EXP(-X*X)*FCT(X), SUMMED OVER X FROM
-INFINITY TO +INFINITY).
USAGE
CALL QH3 (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-HERMITE
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.129-130 AND 343-346.