5 February 2008 4:07:20.034 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_modified_x.txt". Quadrature rule W file = "gen_herm_o16_a1.0_modified_w.txt". Quadrature rule R file = "gen_herm_o16_a1.0_modified_r.txt". Maximum degree to check = 35 Weighting function exponent ALPHA = 1.00000 OPTION = 1, integrate 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 = 1, modified rule: Integral ( -oo < x < oo ) f(x) dx is to be approximated by sum ( 1 <= I <= ORDER ) w(i) * f(x(i)). Weights W: w( 1) = 0.9313134323506839 w( 2) = 0.7332266104960289 w( 3) = 0.6506939781279630 w( 4) = 0.6043787440156341 w( 5) = 0.5753596025931054 w( 6) = 0.5564355737688126 w( 7) = 0.5437798314152072 w( 8) = 0.5303815727772847 w( 9) = 0.5303815727772847 w(10) = 0.5437798314152072 w(11) = 0.5564355737688126 w(12) = 0.5753596025931054 w(13) = 0.6043787440156341 w(14) = 0.6506939781279630 w(15) = 0.7332266104960289 w(16) = 0.9313134323506839 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 0.4696046353029738 0 0.0000000000000000 1 0.1091928875963877 2 0.0000000000000000 3 0.3355792578493543 4 0.0000000000000000 5 0.4460845032125656 6 0.0000000000000000 7 0.5153479821521663 8 0.0000000000000000 9 0.5638095359438097 10 0.0000000000000000 11 0.6001595042580430 12 0.0000000000000000 13 0.6287193254438001 14 0.0000000000000000 15 0.6519244427227293 16 0.0000000000000000 17 0.6712619297624371 18 0.0000000000000000 19 0.6876988416477237 20 0.0000000000000000 21 0.7018943021341198 22 0.0000000000000000 23 0.7143153441311379 24 0.0000000000000000 25 0.7253031053005975 26 0.0000000000000000 27 0.7351136650105495 28 0.0000000000000000 29 0.7439427478373875 30 0.0000000000000000 31 0.7519483859165273 32 0.0000000000000000 33 0.7593013100916475 34 0.0000000000000000 35 INT_EXACTNESS_GEN_HERMITE_R16: Normal end of execution. 5 February 2008 4:07:20.042 PM