How to use h_cubature function from Cubature package in MATLAB?

Hi!

I have to solve numerically some integrals. I've done it with Matlab, using integral, integral2, integral3 and so on, now, in order to increase the computational efficiency I would like to use "h_cubature" function from:

https://github.com/stevengj/cubature

Running it on Julia I've seen that it is very faster than integral3 for triple numerical integration, but I have to run it in MATLAB!

Is there a way to do that? If yes, how can I do that?

Thanks in advance!

Answer 1

[Jatin Waghela]

The "h_cubature" in the above link you provided is a C package.

Please refer to the below documentation link which gives more information on writing C/C++ programs that work with MATLAB and see of that helps.

MATLAB API for C