       integrals involving vectors and matrices

• To: mathgroup at smc.vnet.net
• Subject: [mg29275] integrals involving vectors and matrices
• From: Alex Cozzi <cozzi at almaden.ibm.com>
• Date: Sat, 9 Jun 2001 03:09:04 -0400 (EDT)
• Organization: IBM Almaden Research Center
• Sender: owner-wri-mathgroup at wolfram.com

```Hi:

I am trying to do integrals involving vectors and matrices and here is a
.m file that i have created. When i run it I get the following error
message
"Unable to check convergence". I am new to mathematica and any pointers
or help would be appreciated. thanks, -shiv

Z = Array[z, {2, 1}]
X = Array[x, {3, 1}]
L = Array[l, {3, 2}]
S = Diagonal Matrix[{s1, s2, s3}]
le1 = Transpose[X - (L.Z)]
ri1 = X - (L.Z)
M = Array[m, {2, 1}]
Q = Array[q, {2,  2}]
le2 = Transpose[Z - M]
ri2 = Z - M
Integrate[Exp[(-1/2)(le1).(Inverse[S]).(ri1)]Exp[(-1/2)(le2).(Inverse[Q]).(ri2)],
{z, -Infinity, Infinity}]

```

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