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Text File  |  1985-11-29  |  2KB  |  54 lines
  1. C
  2. C     ..................................................................
  3. C
  4. C        SUBROUTINE QH9
  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 QH9 (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 FUNCTION SUBPROGRAM USED.
  16. C           Y      - THE RESULTING INTEGRAL VALUE.
  17. C
  18. C        REMARKS
  19. C           NONE
  20. C
  21. C        SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
  22. C           THE EXTERNAL FUNCTION SUBPROGRAM FCT(X) MUST BE FURNISHED
  23. C           BY THE USER.
  24. C
  25. C        METHOD
  26. C           EVALUATION IS DONE BY MEANS OF 9-POINT GAUSSIAN-HERMITE
  27. C           QUADRATURE FORMULA, WHICH INTEGRATES EXACTLY WHENEVER
  28. C           FCT(X) IS A POLYNOMIAL UP TO DEGREE 17.
  29. C           FOR REFERENCE, SEE
  30. C           V.I.KRYLOV, APPROXIMATE CALCULATION OF INTEGRALS,
  31. C           MACMILLAN, NEW YORK/LONDON, 1962, PP.129-130 AND 343-346.
  32. C
  33. C     ..................................................................
  34. C
  35.       SUBROUTINE QH9(FCT,Y)
  36. C
  37. C
  38.       X=3.190993
  39.       Z=-X
  40.       Y=.3960698E-4*(FCT(X)+FCT(Z))
  41.       X=2.266581
  42.       Z=-X
  43.       Y=Y+.004943624*(FCT(X)+FCT(Z))
  44.       X=1.468553
  45.       Z=-X
  46.       Y=Y+.08847453*(FCT(X)+FCT(Z))
  47.       X=.7235510
  48.       Z=-X
  49.       Y=Y+.4326516*(FCT(X)+FCT(Z))
  50.       X=0.
  51.       Y=Y+.7202352*FCT(X)
  52.       RETURN
  53.       END
  54.