symbolic math - Multifold integration with Matlab -
this question may seem silly cannot find way solve myself. need multifold integrations (at least 4 fold) range infinite matlab, , did not found suitable functions.
for example, how should following integral:
integrate[f(x,y,z,w),{x,-\infty,\infty},{y,-\infty,\infty},{z,-\infty,\infty},{w,-\infty,\infty}]
where function f may defined as
f=1/(x-y)*1/(z-w)exp(-0.25(x^2+y^2+z^2+w^2))
in matlab, 1 needs add dot behind arguments function can executed, confused about.
i appreciate if help.
i assume mean symbolic integration. that
- define symbolic variables.
- define function of symbolic variables.
- apply
int
repeatedly integrate respect each variable. assumes function satisfies hypotheses of fubini's theorem (which example function).
so:
>> syms x y z w %// step 1 >> f = exp(-x^2-y^2-z^2-w^2) %// step 2 f = exp(- w^2 - x^2 - y^2 - z^2) >> f = f f = exp(- w^2 - x^2 - y^2 - z^2) >> f = int(f,x,-inf,inf) %// step 3: x f = pi^(1/2)*exp(-w^2)*exp(-y^2)*exp(-z^2) >> f = int(f,y,-inf,inf) %// step 3: y f = pi*exp(- w^2 - z^2) >> f = int(f,z,-inf,inf) %// step 3: z f = pi^(3/2)*exp(-w^2) >> f = int(f,w,-inf,inf) %// step 3: w f = pi^2
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