quadv

Syntax

area=quadv(@func,a,b)

area=quadv(@func,a,b,abstol)

[area,count]=quadv(...)

Inputs

func: The function to integrate.; The input is a scalar and the output is a scalar.; A function handle or anonymous function is also supported.
a: Lower integration limit.; Type: double; Dimension: scalar | vector | matrix
b: Upper integration limit.; Type: double; Dimension: scalar | vector | matrix
abstol: Absolute tolerance (default: sqrt(eps) or about 1.0e-8).; Type: double; Dimension: scalar

Outputs

area: The estimated area.; Dimension: scalar | matrix
count: Number of function evaluations.; Dimension: scalar | matrix

Examples

Single interval:

function y = Integrand(x)
    y = 13 * (x - x^2) * exp(-3*x/2);
end

[area,count] = quadv(@Integrand, 0, 4, 1.0e-5)

area = -1.54878858
count = 69

Multiple intervals with an anonymous function:

[area,count] = quadv(@(x) sqrt(x), [0, 1], [1, 2])

area = [Matrix] 1 x 2
0.66667  1.21895
count = [Matrix] 1 x 2
309  29

Comments

quadv recursively bisects each interval until the improvement from the bisections falls below the absolute tolerance. Intervals are assumed to have finite bounds.

The maximum number of function evaluations is 10,000, and the minimum interval is 1.0e-12.

To pass additional parameters to a function argument, use an anonymous function.

quadv does not yet support func returning a matrix to support multiple simultaneous integrands.