PDP-10 Archive: decus/20-0026/qh4.doc from decuslib20-02

Trailing-Edge - PDP-10 Archives - decuslib20-02 - decus/20-0026/qh4.doc

There are 2 other files named qh4.doc in the archive. Click here to see a list.

SUBROUTINE QH4

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

USAGE
   CALL QH4 (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 4-POINT GAUSSIAN-HERMITE
   QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
   FCT(X) IS A POLYNOMIAL UP TO DEGREE 7.
   FOR REFERENCE, SEE
   V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
   MACMILLAN, NEW YORK/LONDON, 1962, PP.129-130 AND 343-346.