view scripts/general/dblquad.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 168da23530b4
children 5d3faba0342e
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########################################################################
##
## Copyright (C) 2008-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {} dblquad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb})
## @deftypefnx {} {} dblquad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{tol})
## @deftypefnx {} {} dblquad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{tol}, @var{quadf})
## @deftypefnx {} {} dblquad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{tol}, @var{quadf}, @dots{})
## Numerically evaluate the double integral of @var{f}.
##
## @var{f} is a function handle, inline function, or string containing the name
## of the function to evaluate.  The function @var{f} must have the form
## @math{z = f(x,y)} where @var{x} is a vector and @var{y} is a scalar.  It
## should return a vector of the same length and orientation as @var{x}.
##
## @var{xa}, @var{ya} and @var{xb}, @var{yb} are the lower and upper limits of
## integration for x and y respectively.  The underlying integrator determines
## whether infinite bounds are accepted.
##
## The optional argument @var{tol} defines the absolute tolerance used to
## integrate each sub-integral.  The default value is 1e-6.
##
## The optional argument @var{quadf} specifies which underlying integrator
## function to use.  Any choice but @code{quad} is available and the default
## is @code{quadcc}.
##
## Additional arguments, are passed directly to @var{f}.  To use the default
## value for @var{tol} or @var{quadf} one may pass @qcode{':'} or an empty
## matrix ([]).
## @seealso{integral2, integral3, triplequad, quad, quadv, quadl, quadgk,
##          quadcc, trapz}
## @end deftypefn

function q = dblquad (f, xa, xb, ya, yb, tol = 1e-6, quadf = @quadcc, varargin)

  if (nargin < 5)
    print_usage ();
  endif
  if (isempty (tol))
    tol = 1e-6;
  endif
  if (isempty (quadf))
    quadf = @quadcc;
  endif

  inner = @__dblquad_inner__;
  if (ischar (f))
    f = @(x,y) feval (f, x, y, varargin{:});
    varargin = {};
  endif

  q = feval (quadf, @(y) inner (y, f, xa, xb, tol, quadf,
                                varargin{:}), ya, yb, tol);

endfunction

function q = __dblquad_inner__ (y, f, xa, xb, tol, quadf, varargin)
  q = zeros (size (y));
  for i = 1 : length (y)
    q(i) = feval (quadf, @(x) f(x, y(i), varargin{:}), xa, xb, tol);
  endfor
endfunction


## Nasty integrand to show quadcc off
%!assert (dblquad (@(x,y) 1 ./ (x+y), 0, 1, 0, 1), 2*log (2), 1e-6)

%!assert (dblquad (@(x,y) exp (-x.^2 - y.^2) , -1, 1, -1, 1, 1e-6, @quadgk),
%!        pi * erf (1).^2, 1e-6)
%!assert (dblquad (@(x,y) exp (-x.^2 - y.^2) , -1, 1, -1, 1, 1e-6, @quadl),
%!        pi * erf (1).^2, 1e-6)
%!assert (dblquad (@(x,y) exp (-x.^2 - y.^2) , -1, 1, -1, 1, 1e-6, @quadv),
%!        pi * erf (1).^2, 1e-6)