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522                    APPENDIX A.  MATHEMATICAL PRELIMINARIES


            A.8.4.3 Gauss-Hermite  quadrature

            The Gauss-Hermite quadrature can be used to evaluate integrals of  the form





            The weight factors and appropriate roots for the first few quadrature formulas are
            given in Table A.5.

            Table A.5  Roots and weight factors for GaussHermite quadrature (Abramowitz
            and Stegun, 1970).

             n       Roots (xi)     Weight Factors (wi)
              1   f 0.70710 67811     0.88622 69255
                  f 1.22474 48714     0.29540 89752
                   0.00000 00000      1.18163 59006

                  f 1.65068 01239     0.08131 28354
                  k0.52464 76233      0.80491 40900
                  f 2.02018 28705     0.01995 32421
              4   f0.95857 24646      0.39361 93232
                   0.00000 00000      0.94530 87205



            A.9  MATMCES


            A rectangular array of  elements or functions is called a mat&.  If  the array has m
            rows and n columns, it is called an m x n matrix and expressed in the form

                                     r  all   a12   a13  ...  aln  1
                                       a21   a22   a23  ---   a2n
                                       . . . . .  . . . . .  .  . . , .  . . .  . . . . .  J   (A.9-1)
                                       am1   am2  am3   e.-   amn
            The numbers or functions aij are called the elements of  a matrix. Equation (A.9-1)
            is also expressed as
                                            A = (aij)                        (A.9-2)
            in which the subscripts i and j  represent the row  and the column of  the matrix,
            respectively.
               A  matrix having only one row  is called a  row  mat&  (or,  row vector) while
            a matrix having only one column is called a column matria: (or, column vector).
            When the number of  rows and the number of  columns are the same, i.e.,  m = n,
            the matrix is called a spare mat+  or  a matrix of  order n.
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