Initial commit

2016-02-03 18:52:05 +00:00
commit d40505e161
507 changed files with 91383 additions and 0 deletions
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+      SUBROUTINE gaulag(x,w,n,alf)
+      INTEGER n,MAXIT
+      REAL alf,w(n),x(n)
+      DOUBLE PRECISION EPS
+      PARAMETER (EPS=3.D-14,MAXIT=10)
+CU    USES gammln
+      INTEGER i,its,j
+      REAL ai,gammln
+      DOUBLE PRECISION p1,p2,p3,pp,z,z1
+      do 13 i=1,n
+        if(i.eq.1)then
+          z=(1.+alf)*(3.+.92*alf)/(1.+2.4*n+1.8*alf)
+        else if(i.eq.2)then
+          z=z+(15.+6.25*alf)/(1.+.9*alf+2.5*n)
+        else
+          ai=i-2
+          z=z+((1.+2.55*ai)/(1.9*ai)+1.26*ai*alf/(1.+3.5*ai))*
+     *(z-x(i-2))/(1.+.3*alf)
+        endif
+        do 12 its=1,MAXIT
+          p1=1.d0
+          p2=0.d0
+          do 11 j=1,n
+            p3=p2
+            p2=p1
+            p1=((2*j-1+alf-z)*p2-(j-1+alf)*p3)/j
+11        continue
+          pp=(n*p1-(n+alf)*p2)/z
+          z1=z
+          z=z1-p1/pp
+          if(abs(z-z1).le.EPS)goto 1
+12      continue
+        pause 'too many iterations in gaulag'
+1       x(i)=z
+        w(i)=-exp(gammln(alf+n)-gammln(float(n)))/(pp*n*p2)
+13    continue
+      return
+      END