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multiquad

by Robert Piche

 

25 Apr 2003 (Updated 28 Apr 2003)

Multiple integration, 3-8 dimensions.

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Description

Q = MULTIQUAD(F,S) approximates the S-dimensional integral of a function F(X) over the unit cube, with 3 <= S <= 8.
[Q,E] = MULTIQUAD(F,S) returns an estimate of the error.
[Q,E] = MULTIQUAD(F,S,ORDER) uses approximately 5000*4^(ORDER-1) function evaluations, with 1<=ORDER<=4.

Uses the algorithm of S. Joe and I. H. Sloan in TOMS vol 19 No 4 (1993).

MATLAB release MATLAB 5.2 (R10)
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30 Sep 2008 khin thet  
30 Sep 2008 khin thet  
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Tag Activity for this File
Tag Applied By Date/Time
integration Robert Piche 22 Oct 2008 07:00:24
quadrature Robert Piche 22 Oct 2008 07:00:24
multiple integral Robert Piche 22 Oct 2008 07:00:24
mathematics Robert Piche 22 Oct 2008 07:00:24

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