numerical integration of a double integral

[Jérôme Rousselot]

Hi,


I am trying to compute an integral of the form:

int(-Tb,+Tb, A^2)

where A=int(-U,+U, f*g)


I tried to use quadl as follows:

sigmam2a = quadl("ga2", -Tb, +Tb,  0.000001) 

with

ga2.m:
function ga2 = ga2(tau)
   ga2 = ga(tau).^2;
endfunction


and ga.m implementing A:

function I = ga(tau)
  I = zeros(1, length(tau));
  T = 0.000000032;  
  for i=1:length(tau)
    f = @(t) b0(t-tau(i)).*b0(t) ;
    I(i) = quadl(f, -T/2, +T/2, 0.000001);
  endfor
endfunction


While this approach runs and gives me a numeric result, I have some
doubts on the validity of this approach, especially regarding the effect
of the squaring.
However, I am not familiar with numerical integration techniques and
cannot find relevant information on this type of integral.

Any advice would be very welcome.


Thanks,

Jérôme