Algorithm 957

Algorithm 957: Evaluation of the repeated integral of the coerror function by half-range Gauss-Hermite quadrature. Nonstandard Gaussian quadrature is applied to evaluate the repeated integral i n erfcx of the coerror function for n∈ℕ 0 , x∈ℝ in an appropriate domain of the (n,x)-plane. Relevant software in MATLAB is provided: in particular, two routines evaluating the function to an accuracy of 12 respective 30-decimal digits.