--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/general/dblquad.m	Sat May 10 21:55:40 2008 +0200
@@ -0,0 +1,68 @@
+## Copyright (C) 2008  David Bateman
+##
+## 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
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} dblquad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{tol}, @var{quadf}, @dots{})
+## Numerically evaluate a double integral. The function over with to
+## integrate is defined by @code{@var{f}}, and the interval for the
+## integration is defined by @code{[@var{xa}, @var{xb}, @var{ya},
+## @var{yb}]}. The function @var{f} must accept a vector @var{x} and a
+## scalar @var{y}, and return a vector of the same length as @var{x}. 
+##
+## If defined, @var{tol} defines the absolute tolerance to which to
+## which to integrate each sub-integral.
+##
+## Additional arguments, are passed directly to @var{f}. To use the default
+## value for @var{tol} one may pass an empty matrix.
+## @seealso{triplequad, quad, quadv, quadl, quadgk, trapz}
+## @end deftypefn
+
+function Q = dblquad(f, xa, xb, ya, yb, tol, quadf, varargin) 
+  if (nargin < 5)
+    print_usage ();
+  endif
+  if (nargin < 6 || isempty (tol))
+    tol = 1e-6; 
+  endif
+  if (nargin < 7 || isempty (quadf))
+    quadf = @quadgk; 
+  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 quadgk 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, [],  @quadgk), pi * erf(1).^2, 1e-6)
+%!assert (dblquad (@(x,y) exp(-x.^2 - y.^2) , -1, 1, -1, 1, [],  @quadl), pi * erf(1).^2, 1e-6)
+%!assert (dblquad (@(x,y) exp(-x.^2 - y.^2) , -1, 1, -1, 1, [],  @quadv), pi * erf(1).^2, 1e-6)