hermite_rule_test, a FORTRAN90 code which calls hermite_rule(), which computes and print a Gauss-Hermite quadrature rule for estimating the integral of a function with density exp(-x^2) over the interval (-oo,+oo).
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hermite_rule, a FORTRAN90 code which computes and print a Gauss-Hermite quadrature rule for estimating the integral of a function with density exp(-x^2) over the interval (-oo,+oo).