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Re: Using quad() for multidimensional integration

From: Ted Harding
Subject: Re: Using quad() for multidimensional integration
Date: Thu, 17 Aug 1995 13:45:21 +0200 (BST)

( Re Message From: Vinayak Dutt )
> I am trying to use Octave to do multidimensional integration using the
> quadrature method: quad(). I have a triple integral of type:
> (TeX Notation)
> \int_{x=0}^{R} F(x)  \int_{y=0}^{f(x)} G(y) \int_{0}^{g(y)}  H(z) dz dy dx
Since posting my previous comment on the above, I ran my little test program

    ( for  int_0^1  int_0^x  y dy dx )

on matlab (an old version).

The result, after a few seconds, was a stream of messages all like

     Recursion level limit reached in quad. Singularity likely.

and, when interrupted, it backed up through several layers of calls to

This addds support to my suspicion that this problem may be due to running
out of stack space.

Ted.                                    (address@hidden)

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