The alnorm subroutine (in file compute.f90) is written by John Burkardt and derived from the article "Algorithm AS 66: The Normal Integral" by David Hill

The hrmsym, hermit, and hrmtrl subroutines (in file compute.f90) are from Alan Genz (Fully Symmetric Interpolation Rules for Multiple Integrals over Infinite Regions with Gaussian Weight).
