Vectorized quadrature
quadv
will be removed in a future release.
Use integral
with the 'ArrayValued'
option
instead.
Q = quadv(fun,a,b)
Q = quadv(fun,a,b,tol)
Q = quadv(fun,a,b,tol,trace)
[Q,fcnt] = quadv(...)
Q = quadv(fun,a,b)
approximates the integral
of the complex array-valued function fun
from a
to b
to
within an error of 1.e-6
using recursive adaptive
Simpson quadrature. fun
is a function handle.
The function Y = fun(x)
should
accept a scalar argument x
and return an array
result Y
, whose components are the integrands evaluated
at x
. Limits a
and b
must
be finite.
Parameterizing Functions explains how to provide addition
parameters to the function fun
, if necessary.
Q = quadv(fun,a,b,tol)
uses the absolute
error tolerance tol
for all the integrals instead
of the default, which is 1.e-6
.
Note
The same tolerance is used for all components, so the results
obtained with |
Q = quadv(fun,a,b,tol,trace)
with non-zero trace
shows
the values of [fcnt a b-a Q(1)]
during
the recursion.
[Q,fcnt] = quadv(...)
returns the number
of function evaluations.
The list below contains information to help you determine which quadrature function in MATLAB^{®} to use:
The quad
function might be most
efficient for low accuracies with nonsmooth integrands.
The quadl
function might be more
efficient than quad
at higher accuracies with
smooth integrands.
The quadgk
function might be
most efficient for high accuracies and oscillatory integrands. It
supports infinite intervals and can handle moderate singularities
at the endpoints. It also supports contour integration along piecewise
linear paths.
The quadv
function vectorizes quad
for
an array-valued fun
.
If the interval is infinite, $$\left[a,\infty \right)$$,
then for the integral of fun(x)
to exist, fun(x)
must
decay as x
approaches infinity, and quadgk
requires
it to decay rapidly. Special methods should be used for oscillatory
functions on infinite intervals, but quadgk
can
be used if fun(x)
decays fast enough.
The quadgk
function will integrate
functions that are singular at finite endpoints if the singularities
are not too strong. For example, it will integrate functions that
behave at an endpoint c
like log|x-c|
or |x-c|^{p}
for p
>= -1/2
. If the function is singular at points inside (a,b)
,
write the integral as a sum of integrals over subintervals with the
singular points as endpoints, compute them with quadgk
,
and add the results.
For the parameterized array-valued function myarrayfun
,
defined by
function Y = myarrayfun(x,n) Y = 1./((1:n)+x);
the following command integrates myarrayfun
,
for the parameter value n = 10 between
a = 0 and b = 1:
Qv = quadv(@(x)myarrayfun(x,10),0,1);
The resulting array Qv
has 10 elements estimating Q(k)
= log((k+1)./(k))
, for k = 1:10
.
The entries in Qv
are slightly different
than if you compute the integrals using quad
in
a loop:
for k = 1:10 Qs(k) = quadv(@(x)myscalarfun(x,k),0,1); end
where myscalarfun
is:
function y = myscalarfun(x,k) y = 1./(k+x);
dblquad
| integral
| integral2
| integral3
| quad
| quad2d
| quadgk
| quadl
| triplequad