Let us record here the complete algorithm, with all the details. Recall
that the integrals in the variable should not be used in the
cases
and
, in which cases we should use the integrals in
terms of the variable
. For all other values of
we should use
the integrals in terms of the variable
for ease of numerical
integration.
where is a very rough estimate of the corresponding value
of
. For example, for
using
and
up
to
results on
up to approximately
, and using
and
up to
results on
up to
approximately
.
where the integrals in and in
are related by
The form of the integral to be used depends on the value of :
The integration is to be by cubic splines, in which the integration
increment for a function
with derivative
, from
a point
to a point
, is given by
where
,
, and so on. The
functions involved and their derivatives are
This completes the algorithm. One should also recall that for even
the relevant integrals, with odd
, can be written in terms of the
error function. In particular, for
one can use
This can be used to solve the problem in this case, probably in a more
efficient way. For larger even values of one has to derive the
corresponding relations for each case in order to do this.