In the following function, y and x are one-dimensional arrays which determine a piecewise linear function y(x). The x must be monotonic. The xp (for x -prime) can be an array of any dimensionality; the dimensions of the result will be the same as the dimensions of xp.
digitize(xp, x) returns indices of xp values
in x
interp(y, x, xp) returns yp, xp
interpolated
into y(x)
integ(y, x, xp) returns the integrals of y(x) from
x(1) to xp
Note that integ is really an area-conserving interpolator.
If the xp coincide with x, you probably want to use
(y (zcen)*x (dif))(cum)
instead.
The on-line help documentation for interp describes how to use interp and integ with multidimensional y arrays.