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[Help-gsl] interpolation and integration

From: Yun Li
Subject: [Help-gsl] interpolation and integration
Date: Thu, 2 Mar 2006 12:01:08 -0500

Hi, all,

I need to perform the task: I have n points {(x(i),y(i)}. First I want to do
cubic spline f(x). Then at each point, I do an integration, the integrand
should be f(x)*pdf(z), where z is the normal random variable, and x is a
function of z (say x=a+b*z).

Could some one let me know how should I do?

I found the following functions:

Function (1) gsl_spline * gsl_spline_alloc (const gsl_interp_type * T,

Function (2): double gsl_spline_eval_integ (const gsl_spline * spline,
a, double b, gsl_interp_accel * acc)

It seems that I can create a gsl_spline f(x) by the function (1) and do the
integration by function (2).

However, in my problem, I want to integrate f(x)*pdf(z). Could I still use
function (1) to do the job, how can I put the pdf(z)
into the integrand?

Thanks a lot,

Best regards,


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