Re: N-dimensional NIntegrate
- To: mathgroup at smc.vnet.net
- Subject: [mg79092] Re: N-dimensional NIntegrate
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Wed, 18 Jul 2007 02:59:59 -0400 (EDT)
- References: <f7hrme$s03$1@smc.vnet.net>
Hi,
myFun[x_] := Exp[-x.x/2]
With[{n=3},
vec = Table[Subscript[x, i], {i, 1, n}]
NIntegrate[myFun[vec],
Evaluate[Sequence @@ ({#, -Infinity, Infinity} & /@ vec)],
Method -> "QuasiMonteCarlo"]
]
this gives an error message about the convergence but
this has nothing to do with the method
to setup the integration variables.
Regards
Jens
mfedert at gmail.com wrote:
> Hi everyone,
>
> I want to define an N-dimensional definite integral---numerical
> integration rather than symbolic.
>
> Eg,
>
> compute integral of f(x) dx
>
> where x can be an N-vector. I want to define the integral for general
> N. (Obviously before evaluating the integral, I'll specify N.) I
> can't think how to define the range of integration in a neat way in
> the general case. Eg if the variables are x_{1}, x_{2}, ... x_{N},
> how can I specify that the integration range is
> (say) R^{N}?
>
> Something like
>
> NIntegrate[ f(x), {x_{1}, -inf, inf}, {x_{2}, -inf, inf}, ..., {x_{N},
> -inf, inf} ]
>
> is what I want... would be neat to have x defined as a list or
> something.
>
> There must be a neat way to do this. Sorry for being such an
> amateur.
>
> Cheers,
> MF
>
>