Anyone know where to begin truing to solve an nth order integral? (n up to 10)

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I don't even know where to begin here. I need to solve an integral of a function f(x1,x2,x3...x10) with each variable going from 0 to 1. The only MATLAB functions I know of only go up to 3. Any help or direction of where to look would be awesome!

Answers (1)

Mike Hosea
Mike Hosea on 1 Jun 2015
There's a good reason why there's no integraln function. There's a function called integralN on the file exchange that goes up to 6, and even 6 is impractical in most real-world cases. A 10-fold integral via nested adaptive quadrature won't be fast enough to be practical even on a dinky problem. You probably want to think about leveraging symbolics to reduce the dimensionality, if possible, or perhaps employ a Monte Carlo technique.


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