Quadrature.ppt

* * Quadrature 二阶: 中点公式: 梯形公式: 四阶公式: Simpson’s 1/3rd Rule Boole’s rule,The 6-th Newton-Cotes rule (the first step of Romberg integration) The extrapolated Simpson’s rule. a = 0;b = 1; M = 10; H = (b-a)/M; % 2M intervals x = linspace(a,b,M+1); fpm = feval(fquad,x); fpm(2:end-1) = 2*fpm(2:end-1); csq = H*sum(fpm)/6; x = linspace(a+H/2,b-H/2,M); fpm = feval(fquad,x); csq = csq + 4/6*H*sum(fpm); Composite Simpson numerical integration quad 基于变步长Simpson公式 (recursive adaptive Simpson quadrature) quad8 基于Newton-Cotes公式 (adaptive recursive Newton-Cotes 8 panel rule) quadl adaptive Lobatto quadrature % 1 f = inline(sin(x)/x); f = vectorize(f); Q = quad(f,realmin,pi) % 2 anonymous function, beginning with MATLAB 7 f = @(x) sin(x)/x Q = quad(f,realmin,pi) % 3 use an M-file Q = quad(@sinc,0,pi) Dblquad 二重积分 Triplequad 三重积分 计算 %1 function f = fxy(x,y) f = exp(-x.^2/2).*sin(x.^2+y.^2); I = dblquad(fxy,-2,2,-1,1) %2 I = dblquad(inline(exp(-x.^2/2).*sin(x.^2+y.^2),x,y),-2,2,-1,1) 符号计算 int % integrating discrete data x = 0:10; y = x; % composite trapezoid rule T = sum(diff(x).*(y(1:end-1)+y(2:end))/2) n点求积公式若具有2n-1阶代数精度就成为 Gauss 型求积公式. Gauss-Legendre公式 Gauss-Chebyshev公式 Gauss-Laguerre公式 Gauss-Hermite公式 三项递推：