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1k
2008 Sep 27
3
Double integration - Gauss Quadrature
Hi,
I would like to solve a double integral of the form
\int_0^1 \int_0^1 x*y dx dy
using Gauss Quadrature.
I know that I can use R's integrate function to calculate it:
integrate(function(y) {
sapply(y, function(y) {
integrate(function(x) x*y, 0, 1)$value
})
}, 0, 1)
but I would like to use Gauss Quadrature to do it.
I have written the following code (using R's statmod package)
2008 Oct 15
0
R-help Digest, Vol 67, Issue 31
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3S0$H8('$G6=@@O9UH^ 3!0``.P``
`
end
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Message: 80
Date: Mon, 29 Sep 2008 15:44:14 -0500
From: "Earl F. Glynn&qu...