Remarks on Algorithm 352: Characteristic Values and Associated Solutions of {Mathieu}'s Differential Equation [H], Algorithm 385: Exponential Integral ${E}_i (x)$ [S13] and Algorithm 392: Systems of Hyperbolic P.D.E. [D3]

This subroutine uses the product type trapezoidal rule compounded n times to approximate the value of the integral b f f(x)g(x) dx.