Algorithm AS 155: The Distribution of a Linear Combination of chi-2 Random Variables. Davies, R. Journal of the Royal Statistical Society. Series C (Applied Statistics), 29(3):323–333, 1980.
bibtex   
@Article{Davies1980,
  author       = {R.B. Davies},
  title        = {Algorithm AS 155: The Distribution of a Linear Combination of chi-2 Random Variables},
  volume       = {29},
  number       = {3},
  pages        = {323--333},
  year         = {1980},
  journal = {Journal of the Royal Statistical Society. Series C (Applied Statistics)},
}

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