cumquad

Cumulative integration of analytical functions via adaptive simpsons quadrature.

This function is an adaptation of Matlab's "quad" function to return the cumulative integration of an analytical function.

e.g. compute integral:
I(t) = int(0..t)[1/(tau^3 - 2*tau - 5) d_tau] for t=0..3

[I, t] = cumquad(@(tau) 1./(tau.^3-2*tau-5), 0, 3);

This function is almost identical to the quad.m function (v6 upward) except it returns the integral a..x where x=a..b and the corresponding x values.