Vectorized adaptive quadrature in MATLAB

Authors:
L. F. Shampine
Affiliations:
Mathematics Department, Southern Methodist University, Dallas, TX 75275, USA
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

Citing 3
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Abstract

Adaptive quadrature codes process a collection of subintervals one at a time. We show how to process them all simultaneously and so exploit vectorization and the use of fast built-in functions and array operations that are so important to efficient computation in MATLAB. Using algebraic transformations we have made it just as easy for users to solve problems on infinite intervals and with moderate end point singularities as problems with finite intervals and smooth integrands. Piecewise-smooth integrands are handled effectively with breakpoints.