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Text File  |  1985-11-29  |  3KB  |  81 lines
  1. C
  2. C     ..................................................................
  3. C
  4. C        SUBROUTINE DQH24
  5. C
  6. C        PURPOSE
  7. C           TO COMPUTE INTEGRAL(EXP(-X*X)*FCT(X), SUMMED OVER X FROM
  8. C                               -INFINITY TO +INFINITY).
  9. C
  10. C        USAGE
  11. C           CALL DQH24 (FCT,Y)
  12. C           PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT
  13. C
  14. C        DESCRIPTION OF PARAMETERS
  15. C           FCT    - THE NAME OF AN EXTERNAL DOUBLE PRECISION FUNCTION
  16. C                    SUBPROGRAM USED.
  17. C           Y      - THE RESULTING DOUBLE PRECISION INTEGRAL VALUE.
  18. C
  19. C        REMARKS
  20. C           NONE
  21. C
  22. C        SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
  23. C           THE EXTERNAL DOUBLE PRECISION FUNCTION SUBPROGRAM FCT(X)
  24. C           MUST BE FURNISHED BY THE USER.
  25. C
  26. C        METHOD
  27. C           EVALUATION IS DONE BY MEANS OF 24-POINT GAUSSIAN-HERMITE
  28. C           QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
  29. C           FCT(X) IS A POLYNOMIAL UP TO DEGREE 47.
  30. C           FOR REFERENCE, SEE
  31. C           SHAO/CHEN/FRANK, TABLES OF ZEROS AND GAUSSIAN WEIGHTS OF
  32. C           CERTAIN ASSOCIATED LAGUERRE POLYNOMIALS AND THE RELATED
  33. C           GENERALIZED HERMITE POLYNOMIALS, IBM TECHNICAL REPORT
  34. C           TR00.1100 (MARCH 1964), PP.213-214.
  35. C
  36. C     ..................................................................
  37. C
  38.       SUBROUTINE DQH24(FCT,Y)
  39. C
  40. C
  41.       DOUBLE PRECISION X,Y,Z,FCT
  42. C
  43.       X=.60159255614257397D1
  44.       Z=-X
  45.       Y=.16643684964891089D-15*(FCT(X)+FCT(Z))
  46.       X=.52593829276680444D1
  47.       Z=-X
  48.       Y=Y+.65846202430781701D-12*(FCT(X)+FCT(Z))
  49.       X=.46256627564237873D1
  50.       Z=-X
  51.       Y=Y+.30462542699875639D-9*(FCT(X)+FCT(Z))
  52.       X=.40536644024481495D1
  53.       Z=-X
  54.       Y=Y+.40189711749414297D-7*(FCT(X)+FCT(Z))
  55.       X=.35200068130345247D1
  56.       Z=-X
  57.       Y=Y+.21582457049023336D-5*(FCT(X)+FCT(Z))
  58.       X=.30125461375655648D1
  59.       Z=-X
  60.       Y=Y+.56886916364043798D-4*(FCT(X)+FCT(Z))
  61.       X=.25238810170114270D1
  62.       Z=-X
  63.       Y=Y+.8236924826884175D-3*(FCT(X)+FCT(Z))
  64.       X=.20490035736616989D1
  65.       Z=-X
  66.       Y=Y+.70483558100726710D-2*(FCT(X)+FCT(Z))
  67.       X=.15842500109616941D1
  68.       Z=-X
  69.       Y=Y+.37445470503230746D-1*(FCT(X)+FCT(Z))
  70.       X=.11267608176112451D1
  71.       Z=-X
  72.       Y=Y+.12773962178455916D0*(FCT(X)+FCT(Z))
  73.       X=.67417110703721224D0
  74.       Z=-X
  75.       Y=Y+.28617953534644302D0*(FCT(X)+FCT(Z))
  76.       X=.22441454747251559D0
  77.       Z=-X
  78.       Y=Y+.42693116386869925D0*(FCT(X)+FCT(Z))
  79.       RETURN
  80.       END
  81.