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Double integration

Jul 4, 2012 at 6:00 AM
Edited Jul 4, 2012 at 6:13 AM


We tried to find double integral of functions involving 2 variables. 

We are first using compile(x) for f(x,y) and using simpsons rule with limits for x .

Then , we are using compile(y) for the solution obtained in above operation. But we are getting an error in this process .

Also how do we evaluate fxy with x0 and keep y as constant . 

Can someone help us regarding this please  ? :)


Jul 4, 2012 at 8:01 AM

AutoDiff does not support compiling a function with a partial subset of variables. The only purpose of providing variables to Compile() is to specify the order of arguments when you use the resulting compiled form.


For example, here are two cases:

compiledTerm = term.Compile(x, y) 


compiledTerm = term.Compile(y, x) 


Both of them product a compiled term for the same function. But

compiledTerm.Differentiate(1, 2)

has a different meaning in both cases. In the first case, the meaning is to differentiate with 

x=1, y=2

and in the second case it differentiates with

x=2, y=1
Nov 13, 2012 at 3:22 PM

Well, now this feature is supported, I know it is quite late, but it might help :)

May 21, 2014 at 4:56 AM
alexshtf, please explain how you do double differentiation with this library.
May 21, 2014 at 6:45 AM
Edited May 21, 2014 at 6:51 AM
If by "double differentiation" you mean computing second derivatives - then you do not. Computing any but the first derivative is not supported by the library.