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Re: Integrating a function with many arguments over one varible.

From: Henry F. Mollet
Subject: Re: Integrating a function with many arguments over one varible.
Date: Fri, 26 Aug 2005 09:09:42 -0700
User-agent: Microsoft-Entourage/

Not sure if this helps but Octave-forge does have quadl.
octave:2> help quadl
quadl is the user-defined function from the file

QUADL  Numerically evaluate integral using adaptive
  Lobatto rule.

  Q=QUADL('F',A,B) approximates the integral of
  F(X) from A to B to machine precision.  'F' is a
  string containing the name of the function. The
  function F must return a vector of output values if
  given a vector of input values.

  Q=QUADL('F',A,B,TOL) integrates to a relative
  error of TOL.

  Q=QUADL('F',A,B,TOL,TRACE) displays the left
  end point of the current interval, the interval
  length, and the partial integral.

  Q=QUADL('F',A,B,TOL,TRACE,P1,P2,...) allows
  coefficients P1, ... to be passed directly to the
  function F:  G=F(X,P1,P2,...). To use default values
  for TOL or TRACE, one may pass the empty matrix ([]).

W. Gander and W. Gautschi, Adaptive Quadrature - Revisited,
BIT Vol. 40, No. 1, March 2000, pp. 84--101.

on 8/26/05 4:14 AM, address@hidden at address@hidden

> I need to find the integral of f(x, y1, ..., yn), over the variable x,
> between 2 limits. I read that quadl in Matlab can do it simply, you only
> have to add the values of the parameters y1, ..., yn at the end, when you
> use quadl. I tried to do the same with quad in Octave, but it did not
> work.
> I can't define "by hand" a function g(x) so that g(x) = f(x, y1, ..., yn),
> and use quad with g(x), because in fact I need to find the values
> y1,...,yn that minimize such quadrature along x.
> Can someone help me?
> Thank you.

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