數值方法 2008, applied mathematics ndhu 1 numerical integration
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數值方法 2008, Applied Mathematics NDHU 1
Numerical Integration
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數值方法 2008, Applied Mathematics NDHU 2
Four 2-variate GaussiansFour 2-variate Gaussians
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數值方法 2008, Applied Mathematics NDHU 3
Four 2-variate GaussiansFour 2-variate Gaussians
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Gaussian pdfGaussian pdf
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Weight sum of Gaussian pdfsWeight sum of Gaussian pdfs
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myfx4.m
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Plot 4GPlot 4Gplot_4G.m
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Integration of 4GIntegration of 4Gdemo_int_4G.m
Double integration
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數值方法 2008, Applied Mathematics NDHU 9
exp(cos(x))exp(cos(x))plot_expcos.m
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Definite IntegrationDefinite Integrationdemo_quad.m
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Symbolic integrationSymbolic integration
demo_int.m
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ExampleExample
function of x:x.^2+2*x-5
fx1 =
Inline function: fx1(x) = 1./3.*x.^3+x.^2-5.*x
-5 -4 -3 -2 -1 0 1 2 3 4 5-10
0
10
20
30
40
50
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Numerical integration - Numerical integration - quadrature quadrature
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Counter example Counter example
>> demo_intfunction of x:(1-sin(x.^2)).^(1/3)Warning: Explicit integral could not be found.
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-5 -4 -3 -2 -1 0 1 2 3 4 50
0.2
0.4
0.6
0.8
1
1.2
1.4
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plot_sin13.m
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Numerical integrationNumerical integration
demo_quad2.m
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MeshMesh
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Lower and upper sumLower and upper sum
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Lower sum : lower boundLower sum : lower bound
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Upper sum : upper boundUpper sum : upper bound
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Composite Trapezoid ruleComposite Trapezoid rule
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Uniform meshUniform mesh
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Associate errorAssociate error
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Partition sizePartition size
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Procedure: Composite Trapezoid Procedure: Composite Trapezoid rulerule
1.1. Get ss, a and bGet ss, a and b
2.2. Set fx to inline(ss); Set nSet fx to inline(ss); Set n
3.3. h = (b-a)/n; result = 1/2*(fx(a)h = (b-a)/n; result = 1/2*(fx(a)+fx(b)); for i=1:n+fx(b)); for i=1:n
Add fx(a+i*h) to resultAdd fx(a+i*h) to result
4.4. Return result*hReturn result*h
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Simpson rule for numerical Simpson rule for numerical integrationintegration
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Exercise Exercise Due to 12/19Due to 12/19
► Implement the composite Trapezoid rule for numerical Implement the composite Trapezoid rule for numerical integration, including flow chart and Matlab codesintegration, including flow chart and Matlab codes
► Implement the composite Sympson rule for numerical Implement the composite Sympson rule for numerical integration, including flow chart and Matlab codesintegration, including flow chart and Matlab codes
► Test your matlab function with the following integrationTest your matlab function with the following integration
► * Test your matlab function with definite integration of * Test your matlab function with definite integration of the weight sum of four Gaussian pdfsthe weight sum of four Gaussian pdfs
► * Compare your results with those obtained by using * Compare your results with those obtained by using quad.mquad.m
f(x)=exp(cos(x))