`dblquad`

Numerical double integral over a rectangle (older interface).

Category: Mathematics > Numerical Integration and Differential Equations

Syntax

q = dblquad(fun, xmin, xmax, ymin, ymax)

Integrates fun(x, y) over the rectangle.

q = dblquad(fun, xmin, xmax, ymin, ymax, tol)

Uses the absolute tolerance tol.

Description

dblquad is retained for compatibility; new code should prefer integral2, which is more accurate and supports non-rectangular regions and infinite limits.

Write the integrand with element-wise operators (.*, .^), because it is called with a vector in x.

Input arguments

fun: Handle accepting a vector x and a scalar y, returning a vector of values.
xmin, xmax, ymin, ymax: Finite limits of the rectangle.
tol: Absolute tolerance. Default 1e-6.

Output arguments

q: Approximate value of the integral.

Example

Integral of x*y on the unit square

dblquad(@(x, y) x.*y, 0, 1, 0, 1)

Output

ans = 0.2500

dblquad