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How to use h_cubature function from Cubature package in MATLAB?

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Riccardo Brignone
Riccardo Brignone on 30 Sep 2017
Answered: Jatin Waghela on 3 Oct 2017
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!

Answers (1)

Jatin Waghela
Jatin Waghela on 3 Oct 2017
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.

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