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From: "John D'Errico" <woodchips@rochester.rr.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: calculating a definite integral
Date: Tue, 15 Apr 2008 15:03:02 +0000 (UTC)
Organization: John D'Errico (1-3LEW5R)
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"Aviral " <aviraltawakley@hotmail.com> wrote in message 
<fu2f72$s9b$1@fred.mathworks.com>...
> I need to determine the value of a definite integral from
> -pi to pi given by
> 
> X = [e^(jw)*I-A)^-1]*B*C*[e^(-jw)*I-A)^-1]dw 
> 
> where A,B,C are matrices and I is an identity matrix. Can
> anyone post a code to calculate this value please?


help quadv
 QUADV  Vectorized QUAD.
    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.


HTH,
John