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Anyone know where to begin truing to solve an nth order integral? (n up to 10)

Asked by ray sanchez on 20 May 2015
Latest activity Answered by Mike Hosea
on 1 Jun 2015
I don't even know where to begin here. I need to solve an integral of a function f(x1,x2,x3...x10) with each variable going from 0 to 1. The only MATLAB functions I know of only go up to 3. Any help or direction of where to look would be awesome!

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1 Answer

Answer by Mike Hosea
on 1 Jun 2015

There's a good reason why there's no integraln function. There's a function called integralN on the file exchange that goes up to 6, and even 6 is impractical in most real-world cases. A 10-fold integral via nested adaptive quadrature won't be fast enough to be practical even on a dinky problem. You probably want to think about leveraging symbolics to reduce the dimensionality, if possible, or perhaps employ a Monte Carlo technique.

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