How to find double integral in MATLAB

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may
may 2013-9-16
Given mean1, mean2, sigma1,sigma2, and u, I want to find the following integral:
for example: mean1=0, mean2=0, sigma1=0.2, sigma2=1, and u=0.4
F = @(x,y)normpdf(x, mean1, sigma1).*normpdf(y, mean2, sigma2).*dirac(x*y-u);
answer= integral2(F,-Inf,Inf,-Inf,Inf);
but I get the following error
|Error using integralCalc/finalInputChecks (line 511) Input function must return 'double' or 'single' values. Found 'function_handle'.|
I would appreciate if you could help me to fix my code. Thank you.
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Walter Roberson
Walter Roberson 2013-9-17
If you define a true function you can use conditional logic for it.
function r = F(x)
r = zeros(size(x));
r(x==0) = whatever it should be;
nzx = x(x ~=0);
r(x~=0) = normpdf(nxz, mean1, sigma1).*normpdf(u./nzx, mean2, sigma2).*(1./abs(nzx);
end

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回答（2 个）

Sean de Wolski
Sean de Wolski 2013-9-16
Running your example I get an error saying the matrix dimensions must agree. Changing the x*y to x.*y inside of dirac allows it to run and returns an answer of zero
F = @(x,y)normpdf(x, mean1, sigma1).*normpdf(y, mean2, sigma2).*dirac(x.*y-u);
answer= integral2(F,-Inf,Inf,-Inf,Inf);
Walter Roberson
Walter Roberson 2013-9-16
Which dirac are you using? It appears you might be using dirac from the Symbolic toolbox, You should experiment with
class(dirac(5)) %for example
You might need something like double(dirac(x*y-u)) in your code instead of a plan dirac() call.
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Walter Roberson
Walter Roberson 2013-9-16
You should be using symbolic integration instead of numeric integration. symbolic integration is int() in the Symbolic Toolbox

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