`quad2d`

Numerical double integral using tiled adaptive Gauss-Kronrod quadrature.

Category: Mathematics > Numerical Integration and Differential Equations

Syntax

q = quad2d(fun, xmin, xmax, ymin, ymax)

Integrates fun(x, y) over a region; the y limits may be function handles of x.

q = quad2d(___, Name, Value)

Sets options such as 'AbsTol' and 'RelTol'.

Description

The region is split into subregions, and each is integrated with a Gauss-Kronrod rule; the subregions with the largest error are split again. This performs well for smooth integrands and for regions with curved boundaries.

For most work, integral2 is the recommended interface; quad2d remains for compatibility and for integrands with singularities at the boundary.

Input arguments

fun: Handle z = fun(x, y) accepting arrays of the same size.
xmin ... ymax: Limits of the region.

Output arguments

q: Approximate value of the integral.

Example

Integral of x*y on the unit square

quad2d(@(x, y) x.*y, 0, 1, 0, 1)

Output

ans = 0.2500

quad2d