Multidimensional integration in matlab

Question

Shunan Sheng 2021-4-13

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https://ww2.mathworks.cn/matlabcentral/answers/800791-multidimensional-integration-in-matlab

评论： Bjorn Gustavsson 2021-4-14

采纳的回答： Bjorn Gustavsson

I would like to integrate a multivariate function such as

over

. Is there a built in function in matlab to do this? Expanding it to a function of

, the components of x will be really tedious if the dimension is higher.

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Answer 1

Bjorn Gustavsson 2021-4-13

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https://ww2.mathworks.cn/matlabcentral/answers/800791-multidimensional-integration-in-matlab#answer_674196

Have a look at the help and documentation for integral2. That should be the function to do 2-D integrals, that sounds like the function you're looking for.

HTH

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Shunan Sheng 2021-4-14

编辑：Shunan Sheng 2021-4-14

在 MATLAB Online 中打开

Thanks, I tried the integral2, but there are some problems. Here is the code:

clear all;
A=diag(ones(2,1));
func = @(x, y)(quadratic_form(x, y, A));
integral_value = integral2(func, -1,1,-1,1);
function value = quadratic_form(x, y, A)
    x=reshape(x,[],1);
    y=reshape(y,[],1);
    mat = [x,y];
    disp(size(mat));
    value = diag(mat * A * mat');
    disp(size(value))
end

In particular, we have error

Error using integral2Calc>integral2t/tensor (line 241)
Integrand output size does not match the input size.

Bjorn Gustavsson 2021-4-14

That is because your function is array-valued, and as far as I know integral2 doesn't handle that. You might have to evaluate the integral for each component separately.

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