Mercurial > hg > octave-nkf
view scripts/general/triplequad.m @ 12749:e7cc2d4a6db3 stable
Fix range of sigma in normal distribution to exclude 0.
* normcdf.m, normpdf.m: Correct 's >= 0' to 's > 0'.
author | Rik <octave@nomad.inbox5.com> |
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date | Thu, 16 Jun 2011 21:05:10 -0700 |
parents | f96b9b9f141b |
children | 25d4e163ee38 |
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## Copyright (C) 2008-2011 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}) ## @deftypefnx {Function File} {} triplequad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{za}, @var{zb}, @var{tol}) ## @deftypefnx {Function File} {} triplequad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{za}, @var{zb}, @var{tol}, @var{quadf}) ## @deftypefnx {Function File} {} triplequad (@var{f}, @var{xa}, @var{xb}, @var{ya}, @var{yb}, @var{za}, @var{zb}, @var{tol}, @var{quadf}, @dots{}) ## Numerically evaluate the triple 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{w = f(x,y,z)} where either @var{x} or @var{y} is a ## vector and the remaining inputs are scalars. It should return a vector of ## the same length and orientation as @var{x} or @var{y}. ## ## @var{xa}, @var{ya}, @var{za} and @var{xb}, @var{yb}, @var{zb} are the lower ## and upper limits of integration for x, y, and z 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 @math{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{quadgk}. ## ## Additional arguments, are passed directly to @var{f}. To use the default ## value for @var{tol} or @var{quadf} one may pass an empty matrix ([]). ## @seealso{dblquad, quad, quadv, quadl, quadgk, quadcc, 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)