Trouble evaluating integral where function is made of huge and tiny values
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Hi there,
I'm trying to integrate a function which is the product of one tiny and one large value. Analytically, this makes the integrand work out but numerically I am running into problems. Say I have the following parameters:
ChiSq = @(x,y) a.*x.^2 + b.*x.*y + c ;
Chi = @(x,y) sqrt(a.*x.^2 + b.*x.*y + c );
n = 840; %degrees of freedom, a fixed number
a = 1e6;
b = -1.5e5;
c = 837; %a,b,c are parameters fit from experimental data
I plug these functions into the main function I want to integrate:
Zfun = @(x,y) (Chi(x,y).^(n/2-1)).*exp(-1/2*ChiSq(x,y));
The problem is, I can't integrate Zfun because Chi(x,y)^n/2-1 returns INF and exp(-1/2ChiSq) returns 0. If they could all be evaluated together the integrand would be reasonable, but due to numerical limitations this breaks.
How can I get around this?
UPDATE: I've tried the following but vpaintegral doesn't work with polar coordinates as far as I can tell. I'm confused about if the algorithm would integrate over a circular area if I transform into cartesian coordinates.
n = sym(840);
Zfun = @(x,y) (Chi(x,y).^(n/2-1)).*exp(-sym(1/2)*ChiSq(x,y));
polarZfun = @(theta,r) Zfun(r.*cos(theta),r.*sin(theta)).*r;
I(i) = vpaintegral(vpaintegral(polarZfun, theta, [0 2*pi]), r, [0 big_r]);
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