# How to write code with iterations for this integral?

1 view (last 30 days)
Nathalie on 19 Feb 2014
Answered: Nathalie on 19 Feb 2014
The integral is the following : h(x)=integral(from a to b) of g(x,y)h(y)dy. I'm not so advanced in matlab. I know how to estimate Riemann integral, but don't know how to write iterated loop for convergence of left-hand side and right-hand side of h(x). Thank you.

Nathalie on 19 Feb 2014
My code is the following. But it seems that my integral does not converge. What i'm doing wrong? clear all; close all; clc;
mu=[0.5, 2]; sigma=[1.5 0; 0 1.5]; beta=mvnrnd(mu, sigma,100); g = mvnpdf(beta,mu,sigma); Z=reshape(beta,1,[]);
n_max=10000; grid_x=linspace(1, 100, n_max); n=100;
crit=1/(10^6);
h=ones(n,1);
th=h;
for i=1:n x=grid_x(i);
h(i)=g(i,:)*h(i,:);
end
diff = abs(th - h);
fprintf('Iteration %3d: %.6f\n',i,diff);
% check for convergence
if(diff < crit)
fprintf('Value function iteration has converged.\n');
break;
end
% update the old value of h values with the new ones
h = th;