quad
Numerical integral by adaptive Simpson quadrature (older interface).
Category: Mathematics > Numerical Integration and Differential Equations
Syntax
q = quad(fun, a, b)
Integrates fun from a to b.
q = quad(fun, a, b, tol)
Uses the absolute tolerance tol.
Description
quad bisects the interval recursively and applies Simpson's rule until the estimated error is below the tolerance. It is kept for old code; integral is more accurate and more general (it accepts infinite limits and options).
Write the integrand with element-wise operators.
Input arguments
fun- Handle that accepts a vector
xand returns a vector. a, b- Finite limits.
tol- Absolute tolerance. Default
1e-6.
Output arguments
q- Approximate value of the integral.
Example
Integral of x^2 from 0 to 1
quad(@(x) x.^2, 0, 1)
Output
ans = 0.3333