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use Numerical Integration with an array instead of a functio
http://forum.alglib.net/viewtopic.php?f=2&t=808
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Author:  kanie [ Fri Mar 29, 2013 2:16 pm ]
Post subject:  use Numerical Integration with an array instead of a functio

Hi All,

I am a new user and I am wanting to use ALGLIB with excel. At the moment I am learning to use ALGLIB with VB.NEXT (VB express 2010), then eventually with excel.

In excel I would like to integrate a curve that has been generated from experimental data (it does not have a function associated).

At the moment I can get the AutoGKSmooth to work with a function Math.Exp(i). But I would like to use this function with an array of values instead of a function. (So eventually load the experimental data from excel in to the array then integrate this data). For example I have tried this, but it does not work:

Code:
    Public Sub testAlGLIB()
        Dim s As autogkstate = New XAlglib.autogkstate() ' initializer can be dropped, but compiler will issue warning
        Dim v As Double
        Dim rep As autogkreport = New XAlglib.autogkreport() ' initializer can be dropped, but compiler will issue warning
        Dim i As Double

        XAlglib.autogksmooth(1, 2, s)
      
        ' I need to find out how to load the cell values in to the Alglib function
        ' ?? array, or something else ??
        For i = 1 To 2 Step 0.1
            s.csobj.x = Math.Exp(i)
        Next

        XAlglib.autogkiteration(s)
        XAlglib.autogkresults(s, v, rep)
        System.Console.WriteLine(v)            'msgbox(v) in excel
    End Sub


Any help would be much appreciated.

Thanks,

Kane

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