quad

Syntax

area=quad(@func,a,b)

area=quad(@func,a,b,reltol)

area=quad(@func,a,b,[reltol,abstol])

[area,count]=quad(...)

Inputs

func

The function to integrate.

A function handle or anonymous function is also supported.

a

Lower integration limit.

Type: double

Dimension: scalar | vector | matrix

b

Upper integration limit.

Type: double

Dimension: scalar | vector | matrix

reltol

Relative tolerance (default: sqrt(eps) or about 1.0e-8).

Type: double

Dimension: scalar

abstol

Absolute tolerance (default: sqrt(eps) or about 1.0e-8).

Type: double

Dimension: scalar

Outputs

area

The estimated area.

Dimension: scalar | matrix

count

Number of function evaluations.

Dimension: scalar | matrix

Examples

function y = Integrand(x)
    y = sqrt(x);
end

[area,count] = quad(@Integrand, 0, 2)

area = 1.88561808
count = 711

Multiple intervals with an anonymous function:

[area,count] = quad(@(x) sqrt(x), [0, 1], [1, 2])

area = [Matrix] 1 x 2
0.66667  1.21895
count = [Matrix] 1 x 2
603  27

Improper integral with an anonymous function:

[area,count] = quad(@(x) exp(-x ^ 2),0,Inf)

area = 0.886226925
count = 198

Comments

quad uses adaptive quadrature with a Gauss-Legendre kernel. The algorithm recursively bisects each interval until the difference between 4 and 5 point Gauss-Legendre rule estimates fall below the relative or absolute tolerance. Either tolerance can be disabled by setting it equal to zero.

The maximum number of function evaluations is 10,000, and the minimum interval is 1.0e-12.

To pass additional parameters to a function argument use an anonymous function.