diff scripts/general/triplequad.m @ 7771:680631e787aa

Add quadv, quadgk, dblquad and triplequad functions
author David Bateman <dbateman@free.fr>
date Sat, 10 May 2008 21:55:40 +0200
parents
children 1bf0ce0930be
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/general/triplequad.m	Sat May 10 21:55:40 2008 +0200
@@ -0,0 +1,66 @@
+## 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} {} triplequad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{za}, @var{zb}, @var{tol}, @var{quadf}, @dots{})
+## Numerically evaluate a triple 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}, @var{za}, @var{zb}]}. 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{dblquad, quad, quadv, quadl, quadgk, trapz}
+## @end deftypefn
+
+function Q = triplequad(f, xa, xb, ya, yb, za, zb, tol, quadf, varargin)
+  if (nargin < 7)
+    print_usage ();
+  endif
+  if (nargin < 8 || isempty (tol))
+    tol = 1e-6; 
+  endif
+  if (nargin < 9 || isempty (quadf))
+    quadf = @quadgk; 
+  endif
+
+  inner = @__triplequad_inner__;
+  if (ischar (f))
+    f = @(x,y,z) feval (f, x, y, z, varargin{:});
+    varargin = {};
+  endif
+
+  Q = dblquad(@(y, z) inner (y, z, f, xa, xb, tol, quadf, varargin{:}),ya, yb, za, zb, tol);
+endfunction
+
+function Q = __triplequad_inner__ (y, z, f, xa, xb, tol, quadf, varargin)
+  Q = zeros (size(y));
+  for i = 1 : length (y)
+    Q(i) = feval (quadf, @(x) f (x, y(i), z, varargin{:}), xa, xb, tol);
+  endfor
+endfunction
+
+%% These tests are too expensive to run normally. Disable them
+% !#assert (triplequad (@(x,y,z) exp(-x.^2 - y.^2 - z.^2) , -1, 1, -1, 1, -1, 1, [],  @quadgk), pi ^ (3/2) * erf(1).^3, 1e-6)
+% !#assert (triplequad (@(x,y,z) exp(-x.^2 - y.^2 - z.^2) , -1, 1, -1, 1, -1, 1, [],  @quadl), pi ^ (3/2) * erf(1).^3, 1e-6)
+% !#assert (triplequad (@(x,y,z) exp(-x.^2 - y.^2 - z.^2) , -1, 1, -1, 1, -1, 1, [],  @quadv), pi ^ (3/2) * erf(1).^3, 1e-6)