5 February 2008 4:07:11.098 PM INT_EXACTNESS_GEN_HERMITE_R16 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_R16: 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 OPTION = 0, integrate |x|^alpha*exp(-x*x)*f(x). Spatial dimension = 1 Number of points = 16 The quadrature rule to be tested is a generalized Gauss-Hermite rule ORDER = 16 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) = 0.5240005874357543E-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) = 0.5240005874357543E-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) = -0.1000000000000000E+31 r( 2) = 0.1000000000000000E+31 A generalized Gauss-Hermite rule would be able to exactly integrate monomials up to and including degree = 31 Error Degree Exponents 0.0000000000000007 0 0.0000000000000000 1 0.0000000000000006 2 0.0000000000000000 3 0.0000000000000004 4 0.0000000000000000 5 0.0000000000000001 6 0.0000000000000000 7 0.0000000000000004 8 0.0000000000000000 9 0.0000000000000008 10 0.0000000000000000 11 0.0000000000000010 12 0.0000000000000000 13 0.0000000000000009 14 0.0000000000000000 15 0.0000000000000006 16 0.0000000000000000 17 0.0000000000000003 18 0.0000000000000000 19 0.0000000000000001 20 0.0000000000000000 21 0.0000000000000007 22 0.0000000000000000 23 0.0000000000000014 24 0.0000000000000000 25 0.0000000000000016 26 0.0000000000000000 27 0.0000000000000013 28 0.0000000000000000 29 0.0000000000000007 30 0.0000000000000000 31 0.0000777000777032 32 0.0000000000000000 33 0.0006627359568485 34 0.0000000000000000 35 INT_EXACTNESS_GEN_HERMITE_R16: Normal end of execution. 5 February 2008 4:07:11.105 PM