[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[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
either:
"cannot reach tolerance because of roundoff error"
or
"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?
---John
- [Help-gsl] Numerical Integration,
John Chludzinski <=