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matlabintegral

Efficient integral function in Matlab

I have a function of the form a*x + b and I want to integrate this function from 0 to t where t will be set to the values of a very large (length 100000) vector repeatedly. I used quad function in a for loop, but it takes too much time to compute the integral for each value in the vector. Is there any efficient way to implement this in Matlab?

Solution

  • Actually, you dont need to implement it yourself, you may search it by using "matlab numerical integration functions"...

    First functons comes into my mind are;

    Trapezoidal --> trapz(X,Y)

Cumulative Trapezoidal --> cumtrapz(X,Y)

Adaptive Lobatto Quadrature --> quadl

Adaptive Gauss-Kronrod Quadrature --> quadgk

Vectorized Quadrature --> quadv