Abscissae and weights for the Gauss-Hermite quadrature formula

Abstract
Title of program: GAUSSH Catalogue number: ABBL Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland (see application form in this issue) Computer: FACOM M-780/20; Installation: Kyushu University, Hakozaki, Higashi-ku, Fukuoka 812, Japan Operating system: IV/F4 Programming language used: FORTRAN 77 High speed storage required: 264 Kbytes No. of bits in a byte: 8 Other peripherals used: card reader, line printer No. of cards in combined program and test deck:...

Title of program: GAUSSH
Catalogue Id: ABBL_v1_0

Nature of problem
In the study of physical problems, the need often arises for evaluating definite integrals numerically. The Gaussian quadrature is known as one of the most efficient quadrature schemes. The present program generates the abscissae and weights for the Gauss-Hermite quadrature formulas for integrals of the form integral (-infinity, +infinity) e^-x^2 f(x)dx very rapidly and with high accuracy even in the case of a great many abscissae.

Versions of this program held in the CPC repository in Mendeley Data
ABBL_v1_0; GAUSSH; 10.1016/0010-4655(88)90046-X

This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)