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integral3

Numerically evaluate triple integral

Syntax

  • q = integral3(fun,xmin,xmax,ymin,ymax,zmin,zmax) example
  • q = integral3(fun,xmin,xmax,ymin,ymax,zmin,zmax,Name,Value) example

Description

example

q = integral3(fun,xmin,xmax,ymin,ymax,zmin,zmax) approximates the integral of the function z = fun(x,y,z) over the region xmin ≤ x ≤ xmax, ymin(x) ≤ y ≤ ymax(x) and zmin(x,y) ≤ z ≤ zmax(x,y).

example

q = integral3(fun,xmin,xmax,ymin,ymax,zmin,zmax,Name,Value) specifies additional options with one or more Name,Value pair arguments.

Examples

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Triple Integral with Finite Limits

Define the anonymous function f(x,y,z) = y sin x + z cos x.

fun = @(x,y,z) y.*sin(x)+z.*cos(x)

Integrate over the region 0 ≤ xπ, 0 ≤ y ≤ 1, and -1 ≤ z ≤ 1.

q = integral3(fun,0,pi,0,1,-1,1)
q =

    2.0000

Integral Over the Unit Sphere in Cartesian Coordinates

Define the anonymous function f(x,y,z) = x cos y + x2 cos z.

fun = @(x,y,z) x.*cos(y) + x.^2.*cos(z)

Define the limits of integration.

xmin = -1;
xmax = 1;
ymin = @(x)-sqrt(1 - x.^2);
ymax = @(x) sqrt(1 - x.^2);
zmin = @(x,y)-sqrt(1 - x.^2 - y.^2);
zmax = @(x,y) sqrt(1 - x.^2 - y.^2);

Evaluate the definite integral with the 'tiled' method.

q = integral3(fun,xmin,xmax,ymin,ymax,zmin,zmax,'Method','tiled')
q =

    0.7796

Evaluate Improper Triple Integral of Parameterized Function

Define the anonymous parameterized function f(x,y,z) = 10/(x2 + y2 + z2 + a).

a = 2;
f = @(x,y,z) 10./(x.^2 + y.^2 + z.^2 + a);

Evaluate the triple integral over the region -Inf ≤ x ≤ 0, -100 ≤ y ≤ 0, and -100 ≤ z ≤ 0.

format long
q1 = integral3(f,-Inf,0,-100,0,-100,0)
q1 =

     2.734244598320928e+03

Evaluate the integral again and specify accuracy to approximately 9 significant digits.

q2 = integral3(f,-Inf,0,-100,0,-100,0,'AbsTol', 0,'RelTol',1e-9)
q2 =

     2.734244599944285e+03

Input Arguments

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fun — Integrandfunction handle

Integrand, specified as a function handle, defines the function to be integrated over the region xmin ≤ x ≤ xmax, ymin(x) ≤ y ≤ ymax(x), and zmin(x,y) ≤ z ≤ zmax(x,y). The function fun must accept three arrays of the same size and return an array of corresponding values. It must perform element-wise operations.

Data Types: function_handle

xmin — Lower limit of xreal number

Lower limit of x, specified as a real scalar value that is either finite or infinite.

Example:

Data Types: double | single

xmax — Upper limit of xreal number

Upper limit of x, specified as a real scalar value that is either finite or infinite.

Data Types: double | single

ymin — Lower limit of yreal number | function handle

Lower limit of y, specified as a real scalar value that is either finite or infinite. You also can specify ymin to be a function handle (a function of x) when integrating over a nonrectangular region.

Example:

Data Types: double | function_handle | single

ymax — Upper limit of yreal number | function handle

Upper limit of y, specified as a real scalar value that is either finite or infinite. You also can specify ymax to be a function handle (a function of x) when integrating over a nonrectangular region.

Example:

Data Types: double | function_handle | single

zmin — Lower limit of zreal number | function handle

Lower limit of z, specified as a real scalar value that is either finite or infinite. You also can specify zmin to be a function handle (a function of x,y) when integrating over a nonrectangular region.

Data Types: double | function_handle | single

zmax — Upper limit of zreal number | function handle

Upper limit of z, specified as a real scalar value that is either finite or infinite. You also can specify zmax to be a function handle (a function of x,y) when integrating over a nonrectangular region.

Data Types: double | function_handle | single

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: 'AbsTol',1e-12 sets the absolute error tolerance to approximately 12 decimal places of accuracy.

'AbsTol' — Absolute error tolerancenonnegative real number

Absolute error tolerance, specified as the comma-separated pair consisting of 'AbsTol' and a nonnegative real number. integral3 uses the absolute error tolerance to limit an estimate of the absolute error, |qQ|, where q is the computed value of the integral and Q is the (unknown) exact value. integral3 might provide more decimal places of precision if you decrease the absolute error tolerance. The default value is 1e-10.

    Note:   AbsTol and RelTol work together. integral3 might satisfy the absolute error tolerance or the relative error tolerance, but not necessarily both. For more information on using these tolerances, see the Tips section.

Example: 'AbsTol',1e-12 sets the absolute error tolerance to approximately 12 decimal places of accuracy.

Data Types: double | single

'RelTol' — Relative error tolerancenonnegative real number

Relative error tolerance, specified as the comma-separated pair consisting of 'RelTol' and a nonnegative real number. integral3 uses the relative error tolerance to limit an estimate of the relative error, |qQ|/|Q|, where q is the computed value of the integral and Q is the (unknown) exact value. integral3 might provide more significant digits of precision if you decrease the relative error tolerance. The default value is 1e-6.

    Note:   RelTol and AbsTol work together. integral3 might satisfy the relative error tolerance or the absolute error tolerance, but not necessarily both. For more information on using these tolerances, see the Tips section.

Example: 'RelTol',1e-9 sets the relative error tolerance to approximately 9 significant digits.

Data Types: double | single

'Method' — Integration method'auto' (default) | 'tiled' | 'iterated'

Integration method, specified as the comma-separated pair consisting of 'Method' and one of the methods described below.

Integration MethodDescription
'auto'For most cases, integral3 uses the 'tiled' method. It uses the 'iterated' method when any of the integration limits are infinite. This is the default method.
'tiled'integral3 calls integral to integrate over xmin ≤ x ≤ xmax. It calls integral2 with the 'tiled' method to evaluate the double integral over ymin(x) ≤ y ≤ ymax(x) and zmin(x,y) ≤ z ≤ zmax(x,y).
'iterated'integral3 calls integral to integrate over xmin ≤ x ≤ xmax. It calls integral2 with the 'iterated' method to evaluate the double integral over ymin(x) ≤ y ≤ ymax(x) and zmin(x,y) ≤ z ≤ zmax(x,y). The integration limits can be infinite.

Example: 'Method','tiled' specifies the tiled integration method.

Output Arguments

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q — Computed integralnumeric value

Computed integral of fun(x,y,z) over the specified region, returned as a numeric value.

More About

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Tips

  • The integral3 function attempts to satisfy:

    abs(q - Q) <= max(AbsTol,RelTol*abs(q))

    where q is the computed value of the integral and Q is the (unknown) exact value. The absolute and relative tolerances provide a way of trading off accuracy and computation time. Usually, the relative tolerance determines the accuracy of the integration. However if abs(q) is sufficiently small, the absolute tolerance determines the accuracy of the integration. You should generally specify both absolute and relative tolerances together.

  • The 'iterated' method can be more effective when your function has discontinuities within the integration region. However, the best performance and accuracy occurs when you split the integral at the points of discontinuity and sum the results of multiple integrations.

  • When integrating over nonrectangular regions, the best performance and accuracy occurs when any or all of the limits: ymin, ymax, zmin, zmax are function handles. Avoid setting integrand function values to zero to integrate over a nonrectangular region. If you must do this, specify 'iterated' method.

  • Use the 'iterated' method when any or all of the limits: ymin(x), ymax(x), zmin(x,y), zmax(x,y) are unbounded functions.

  • When paramaterizing anonymous functions, be aware that parameter values persist for the life of the function handle. For example, the function fun = @(x,y,z) x + y + z + a uses the value of a at the time fun was created. If you later decide to change the value of a, you must redefine the anonymous function with the new value.

  • If you are specifying single-precision limits of integration, or if fun returns single-precision results, you may need to specify larger absolute and relative error tolerances.

See Also

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