[Octave-bug-tracker] [bug #52074] Missing integration functions integral2, integral3

[David Bateman]

Follow-up Comment #23, bug #52074 (project octave):

Note that quad2d requires finite boundaries, which seems to be what matlab
also requires. I didn't update the help text of quad2d when copying it from
integral2 for this or add a test to ensure finite boundaries in the code. We
could use a change of variable like


  \int_-Inf^Inf \int_0^1 f(x,y) dydx  = \int_-1^1\int_0^1 f(gx(tx), gy(ty)
dydx
  gx(tx) =  tx ./ (1 - tx .2)
  gy(ty) = ty
  dydx = (1 + tx .^ 2) ./ ((1 - tx .^ 2) .^ 2) dtydtx


to allow quad2d to be used on infinite boundaries, but there are at least 9
different possible sub cases to treat of different combiminations of infinite
boundaries. I suggest leaving quad2d as only functional with finite
boundaries, adding a test to quad2d to ensure this, and leaving integral2 to
force the use of the iterated method for infinite boundaries. If a user really
wants to use quad2d with infinite boundaries they can deal with the variable
subsitution themselves.

D.


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