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Need advise: Is my implementation good ?
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Hi, is my MATLAB code (please look below in my EDIT) good for solving this problem?
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This was the original question:
Hello, I have a question concerning differentiation and integration of multivariate functions. I am tryling to implement this in MATLAB:
1) We have a function in two variables, for example f(x,y):= x^2 exp( -(x-y)^2 )
2) First I want to differentiate it several times wrt to the second variable, lets say g(x,y) := (d/dy)^5 f(x,y)
3) Afterwards I fix y and integrate wrt to x. For example integrate g(x,0) over (-\infty,\infty)
My approach was to calculate the function g by hand and do the integration wrt to x with quadgk. Due to the fact that I need many different orders of derivatives this is really ineffective ... Can anyone please help me out ? Thanks !!
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EDIT: The way I think it should work. MATLAB-Code:
syms x y;
fun = x.^2 exp( -(x-y).^2 );
for j=0:10;
FUNC = inline(diff(fun,y,j));
L = @(x) FUNC(x,0);
quadgk(L, -inf, inf,'RelTol',1e-8,'AbsTol',1e-12)
end;
Is this a good way? Any opinions of advanced MATLAB users ? Thanks
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Respuestas (1)
Alan Weiss
el 23 de En. de 2014
Do you have Symbolic Math Toolbox?
If not, are you supposed to differentiate and integrate numerically or symbolically?
Alan Weiss
MATLAB mathematical toolbox documentation
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