How to write code with iterations for this integral?

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Nathalie 2014-2-19

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https://ww2.mathworks.cn/matlabcentral/answers/116796-how-to-write-code-with-iterations-for-this-integral

回答： Nathalie 2014-2-19

The integral is the following : h(x)=integral(from a to b) of g(x,y)h(y)dy. I'm not so advanced in matlab. I know how to estimate Riemann integral, but don't know how to write iterated loop for convergence of left-hand side and right-hand side of h(x). Thank you.

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Answer 1

Nathalie 2014-2-19

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My code is the following. But it seems that my integral does not converge. What i'm doing wrong? clear all; close all; clc;

mu=[0.5, 2]; sigma=[1.5 0; 0 1.5]; beta=mvnrnd(mu, sigma,100); g = mvnpdf(beta,mu,sigma); Z=reshape(beta,1,[]);

n_max=10000; grid_x=linspace(1, 100, n_max); n=100;

crit=1/(10^6);

 h=ones(n,1);
     th=h;

for i=1:n x=grid_x(i);

h(i)=g(i,:)*h(i,:);

end

    diff = abs(th - h);
    fprintf('Iteration %3d: %.6f\n',i,diff);
    % check for convergence
    if(diff < crit)
        fprintf('Value function iteration has converged.\n');
        break;
    end       
    % update the old value of h values with the new ones
    h = th;