From: spellucci@mathematik.tu-darmstadt.de (Peter Spellucci)
Subject: Re: Semi-Infinite Gauss Integration Rule
Date: 22 Mar 1999 10:56:49 GMT
Newsgroups: sci.math.num-analysis
To: edstinnett@earthlink.net

In article <36F57F2D.394@earthlink.net>,
 "Edward W. Stinnett" <edstinnett@earthlink.net> writes:
|> I am trying to develop a Gaussian quadrature routine for a semi-infinite
|> range of integration (-inf to 0) with weight equal to exp(-x^2/2).  I
|> have tried to solve the nonlinear equations (from method of moments) for
|> the weights and abscissas, but the equations are poorly conditioned and
yes, yes, this is a hard task. but why reenvent the wheel?
Gautschi did a lot of work in this direction and also supplied good software
for it in 
http://www.netlib.org
-> browse repository
select toms
select 726:
file    toms/726
ref     TOMS 20,1 (MAR 1994) 21-62
title   ORTHPOL
for     Generating Orthogonal Polynomials and Gauss-type Quadrature Rules
by      Walter Gautschi
size    406 kB

hope this helps
peter