A wrapper for quad (or any other integration function) to deal with infinite bounds.
This basically does the transformations for you to do improper integrals. For example, what this does is:
int(f(x), 1, inf) = int( (1/x^2) f(1/x), 0, 1)
For example, if I wanted the integral of exp(-x^2) from 0 to infinity, I would just enter:
integrate(@(x)exp(-x.^2),0,inf)
And this function would do the rest of the work. |