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

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