7 September 2007 10:34:40.506 AM INT_EXACTNESS_GEN_HERMITE FORTRAN90 version Investigate the polynomial exactness of a generalized Gauss-Hermite quadrature rule by integrating exponentially weighted monomials up to a given degree over the (-oo,oo) interval. INT_EXACTNESS_GEN_HERMITE: User input: Quadrature rule X file = "gen_herm_o16_a1.0_x.txt". Quadrature rule W file = "gen_herm_o16_a1.0_w.txt". Quadrature rule R file = "gen_herm_o16_a1.0_r.txt". Maximum degree to check = 35 Weighting function exponent ALPHA = 1.00000 Spatial dimension = 1 Number of points = 16 The quadrature rule to be tested is a generalized Gauss-Hermite rule ORDER = 16 A = -0.179769 ALPHA = 1.00000 OPTION = 0, standard rule: Integral ( -oo < x < oo ) |x|^alpha * exp(-x^2) * f(x) dx is to be approximated by sum ( 1 <= I <= ORDER ) w(i) * f(x(i)). Weights W: w( 1) = 0.5240005874357544E-09 w( 2) = 0.4242873358136269E-06 w( 3) = 0.4538254386679103E-04 w( 4) = 0.1397268117612835E-02 w( 5) = 0.1667174613060782E-01 w( 6) = 0.8789749331858591E-01 w( 7) = 0.2093933904071717 w( 8) = 0.1845942946708189 w( 9) = 0.1845942946708189 w(10) = 0.2093933904071717 w(11) = 0.8789749331858591E-01 w(12) = 0.1667174613060782E-01 w(13) = 0.1397268117612835E-02 w(14) = 0.4538254386679103E-04 w(15) = 0.4242873358136269E-06 w(16) = 0.5240005874357544E-09 Abscissas X: x( 1) = -4.781540728352031 x( 2) = -3.967452411973961 x( 3) = -3.280017684431137 x( 4) = -2.654412440144422 x( 5) = -2.065599227896752 x( 6) = -1.500362166233917 x( 7) = -0.9506323036797034 x( 8) = -0.4126495272081394 x( 9) = 0.4126495272081394 x(10) = 0.9506323036797034 x(11) = 1.500362166233917 x(12) = 2.065599227896752 x(13) = 2.654412440144422 x(14) = 3.280017684431137 x(15) = 3.967452411973961 x(16) = 4.781540728352031 Region R: r( 1) = -0.1797693134862000 r( 2) = 0.1797693134862000 A generalized Gauss-Hermite rule would be able to exactly integrate monomials up to and including degree = 31 Error Degree Exponents 0.0000000000000007 0 0 0.0000000000000000 1 1 0.0000000000000009 2 2 0.0000000000000000 3 3 0.0000000000000004 4 4 0.0000000000000000 5 5 0.0000000000000001 6 6 0.0000000000000003 7 7 0.0000000000000007 8 8 0.0000000000000009 9 9 0.0000000000000011 10 10 0.0000000000000085 11 11 0.0000000000000011 12 12 0.0000000000000089 13 13 0.0000000000000011 14 14 0.0000000000005408 15 15 0.0000000000000004 16 16 0.0000000000025152 17 17 0.0000000000000005 18 18 0.0000000000401053 19 19 0.0000000000000000 20 20 0.0000000000035101 21 21 0.0000000000000000 22 22 0.0000000000920863 23 23 0.0000000000000014 24 24 0.0000000329710019 25 25 0.0000000000000014 26 26 0.0000006466871127 27 27 0.0000000000000011 28 28 0.0000028572976589 29 29 0.0000000000000004 30 30 0.0000107884407043 31 31 0.0000777000777038 32 32 0.0011739730834961 33 33 0.0006627359568492 34 34 0.0853881835937500 35 35 INT_EXACTNESS_GEN_HERMITE: Normal end of execution. 7 September 2007 10:34:40.526 AM