Thank you, Andrew, and John.  Thank you, [EMAIL PROTECTED] for your codes :-)

Doing interpolation first is a reasonable and straightforward
solution, of course.  Actually, what I want is something like the
SPTNQ and DPTNQ functions in ESSL library.  In other words, I just
wonder if there are some methods to extract the weights generation
functions in GSL according to the desired quadrature algorithm, so
that I can do w[0] * f(x[0]) + ... + w[n - 1] * f(x[n - 1]) directly.

-- 
HZ


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