26 March 2023 11:47:26.767 AM HERMITE_EXACTNESS(): FORTRAN90 version Investigate the polynomial exactness of a Gauss-Hermite quadrature rule by integrating weighted monomials up to a given degree over the (-oo,+oo) interval. HERMITE_EXACTNESS: User input: Quadrature rule X file = "hermite_probabilist_010_x.txt". Quadrature rule W file = "hermite_probabilist_010_w.txt". Quadrature rule R file = "hermite_probabilist_010_r.txt". Maximum degree to check = 10 Spatial dimension = 1 Number of points = 10 The quadrature rule to be tested is a Gauss-Hermite rule of ORDER = 10 OPTION = 4, the probabilist normalized weighted rule for: Integral ( -oo < x < +oo ) f(x) * exp(-x*x/2)/sqrt(2pi) dx Weights W: w( 1) = 0.4310652630718288E-05 w( 2) = 0.7580709343122178E-03 w( 3) = 0.1911158050077029E-01 w( 4) = 0.1354837029802677 w( 5) = 0.3446423349320192 w( 6) = 0.3446423349320192 w( 7) = 0.1354837029802677 w( 8) = 0.1911158050077029E-01 w( 9) = 0.7580709343122178E-03 w(10) = 0.4310652630718288E-05 Abscissas X: x( 1) = -4.859462828332313 x( 2) = -3.581823483551928 x( 3) = -2.484325841638955 x( 4) = -1.465989094391158 x( 5) = -0.4849357075154977 x( 6) = 0.4849357075154977 x( 7) = 1.465989094391158 x( 8) = 2.484325841638955 x( 9) = 3.581823483551928 x(10) = 4.859462828332313 Region R: r( 1) = -0.1000000000000000E+31 r( 2) = 0.1000000000000000E+31 A Gauss-Hermite rule would be able to exactly integrate monomials up to and including degree = 19 Degree Error 0 0.0000000000000002 1 0.0000000000000000 2 0.0000000000000002 3 0.0000000000000000 4 0.0000000000000003 5 0.0000000000000001 6 0.0000000000000007 7 0.0000000000000018 8 0.0000000000000012 9 0.0000000000000071 10 0.0000000000000024 HERMITE_EXACTNESS: Normal end of execution. 26 March 2023 11:47:26.768 AM