matlaboptimizationnumerical-integrationrate

double integration in matlab when one limit is a function of another integration variable

i was working on computing rate pairs of a 2 user communication channel.We use Lagrangian methods to get the optimum rate value for each user. For this purpose we had to find the Lagrangian multipliers for an equation and solve for the rate equation.Both the equations have double integral and one of the limits is a function of another integrand variable.I wanted some help regarding using double integral in matlab.Also is it better to use int2 or dblquad?

Solution

  • I assume you mean integral2.

    dblquad is deprecated and doesn't even have the option of the integration limits being functions so your choice is easy. I recommend reading through the documentation for integral2 and trying the examples. There's one example where one of the upper limits is defined using an anonymous function.