matrix form numerical integration
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This code does not work
clear;
x = [1.0024 0.264 1.4334 1.46 0.0219 0.1;
1.0024 0.264 1.435 1.46 0.0220 0.1;
1.0024 0.264 1.4352 1.46 0.0221 0.1;
1.0024 0.264 1.4353 1.46 0.0222 0.1;
1.0024 0.264 1.4354 1.46 0.0222 0.1;
1.0024 0.264 1.4357 1.46 0.0223 0.1];
r = x(:,1); Y = x(:,2); q = x(:,3); K=x(:,4); L=x(:,5); c=x(:,6);
t = 0.1:0.1:0.6;
z = trapz(t,normcdf(((log(q./K)+t.*c.^2./2)./(c.*sqrt(t))),0,1));
If I just use one line of records, i.e
z = trapz(t,normcdf(((log(q(1)./K(1))+t.*c(1).^2./2)./(c(1).*sqrt(t))),0,1));
Then it works!!! What I dont understand is how to do this 'trapz' for each line of records in the vector 'x'.
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Accepted Answer
Thomas
on 25 Apr 2012
you are trying to perform trapezoidal numerical integration over a number of different values but the output z is not a vector.. MAybe you need something like this.. where you get a z for each line of input data..
clear;
x = [1.0024 0.264 1.4334 1.46 0.0219 0.1;
1.0024 0.264 1.435 1.46 0.0220 0.1;
1.0024 0.264 1.4352 1.46 0.0221 0.1;
1.0024 0.264 1.4353 1.46 0.0222 0.1;
1.0024 0.264 1.4354 1.46 0.0222 0.1;
1.0024 0.264 1.4357 1.46 0.0223 0.1];
r = x(:,1); Y = x(:,2); q = x(:,3); K=x(:,4); L=x(:,5); c=x(:,6);
t = 0.1:0.1:0.6;
for i=1:length(x)
z(i) = trapz(t,normcdf(((log(q(i)./K(i))+t.*c(i).^2./2)./(c(i).*sqrt(t))),0,1));
end
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