quadg/quad2dg

Modified versions of the quadg.m and quad2dg.m from the NIT (Numerical Integration Toolbox)

Description

These functions are modified versions of the quadg.m and quad2dg.m files found in the NIT (Numerical Integration Toolbox)
 
The code has been vectorized in order to be able to perform fast integration of several integration limits. As before quadg and quad2dg only calculate one and two dimensional integrals, respectively, but you may specify several integration limits in a single call to the functions. It is also possible to integrate directly given functions enclosed in parenthesis
 
Example: integration from 0 to 2 and from 2 to 4 for x is done in a single call by:
 
>>quadg('(x.^2)',[0 2],[2 4])
 
ans=
 
2.6667 18.6667
 
similarly integration from 0 to 2 and from 2 to 4 for both x and y is done in a single call by:
 
quad2dg('(x.^2.*y)',[0 2],[2 4],[0 2],[2 4])
 
ans=
 5.3333 112.0000
 
The files were tested under Matlab version 5.2.
 
Both quadg and quad2dg are not dependent on the Numerical Integration Toolbox (NIT) or the distchk function in the Statistics Toolbox anymore.

• MATLAB release: MATLAB 5.2 (R10)
• Other requirements: It should be noted that both quadg and quad2dg require the Numerical Integration Toolbox (NIT) to calculate the weights. Also note that quad2dg uses distchk function in the Statistics Toolbox to check the integration limits and make sure they

[Marc Kowalski]

Only vectorized version of quad I am aware of. No apparent problems.

[Marko Horbatsch]

It would be helpful if the argument list conformed to how quadl.m and adaptGK.m work so that one could pass additional arguments into the integrand function *using varargin. For that p1...p9 would have to be removed from the argument list.

[q lh]

Excellent

[mingwen chen]

NIT is very good tool