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[Help-gsl] Numerical Integration

From: John Chludzinski
Subject: [Help-gsl] Numerical Integration
Date: Thu, 12 Apr 2012 19:20:50 -0400

I've been trying to use gsl_integration_qags(&F, 0, 20, 0, 1e-2, 1000,
w, &result, &error) to integrate a function defined by a large set of
sample values taken at a constant rate.

I provided a routine for F which interpolates (linearly) between
sample values.  I've tried to play with epsabs and epsrel but get

"cannot reach tolerance because of roundoff error"


"integral is divergent, or slowly convergent".

BTW, simply using Simpson's rule I get: 0.148525.
The sample values range from 3.5320 and -1.0966 with delta-t being a
constant 0.003125.

Any ideas?


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