2D integrals in SciPy
I am trying to integrate a multivariable function in SciPy over a 2D area. What would be the equivalent of the following Mathematica code?
In[1]:= F[x_, y_] := Cos[x] + Cos[y]
In[2]:= Integrate[F[x, y], {x, -\[Pi], \[Pi]}, {y, -\[Pi], \[Pi]}]
Out[2]= 0
Looking at the SciPy documentation I could only find support for one-dimensional quadrature. Is there a way to开发者_开发百科 do multidimensional integrals in SciPy?
I think it would work something like this:
def func(x,y):
return cos(x) + cos(y)
def func2(y, a, b):
return integrate.quad(func, a, b, args=(y,))[0]
print integrate.quad(func2, -pi/2, pi/2, args=(-pi/2, pi/2))[0]
Wolfram|Alpha agrees
edit: I just discovered dblquad which seems to do exactly what you want:
print integrate.dblquad(func, -pi/2, pi/2, lambda x:-pi/2, lambda x:pi/2)[0]
If you want to do symbolic integration, have a look at sympy (code.google.com/p/sympy):
import sympy as s
x, y = s.symbols('x, y')
expr = s.cos(x) + s.sin(y)
expr.integrate((x, -s.pi, s.pi), (y, -s.pi, s.pi))
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