MathGroup Archive 1997

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Multiple Integrals, Partial Derivatives

  • To: mathgroup at smc.vnet.net
  • Subject: [mg6561] Multiple Integrals, Partial Derivatives
  • From: Guangliang He <ghe at superlink.net>
  • Date: Tue, 1 Apr 1997 19:00:57 -0500 (EST)
  • Organization: SuperNet Inc. (908) 828-8988
  • Sender: owner-wri-mathgroup at wolfram.com

Q1. How can I let MMA symbolically evaluate a general N-dim
    multiple definite integral? For example

\int d^n x exp(-x'Ax/2+x'b)

where x is a n-vector, b is also a n-vector, A is a
symmetric P.D. n by n matrix.

Q2. How can I let MMA evaluate the following partial
    derivatives?

    f(x) = exp(-x' A x / 2 + x' b)

    \partial f / \partial x_i

    \partial^2 f / (\partial x_i \partial x_j)

    ....

    \partial^8 f / (\partial x_{i_1} \partial x_{i_2} ....\partial
x_{i_8}

    where x is a n-vector, b is also a n-vector, A is a
    symmetric P.D. n by n matrix.

Thank you very much. 

-- 
Guangliang He
mailto:ghe at superlink.net


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