Numerical integration over non-uniform grid in matlab. Is there any function?

math, matlab

Solution

Taken from help :

Z = trapz(X,Y) computes the integral of Y with respect to X using the trapezoidal method. X and Y must be vectors of the same length, or X must be a column vector and Y an array whose first non-singleton dimension is length(X). trapz operates along this dimension.

As you can see `x` does not have to be uniform.

For instance:

x = sort(rand(100,1)); %# Create random values of x in [0,1]
y = x;
trapz( x, y)

Returns:

ans =

    0.4990

Another example:

x = sort(rand(100,1)); %# Create random values of x in [0,1]
y = x.^2;
trapz( x, y)

returns:

ans =

    0.3030

Problem

I've got function values in a vector `f` and also the vector containing values of the argument `x`. I need to find the define integral value of `f`. But the argument vector `x` is not uniform. Is there any function in Matlab that deals with integration over non-uniform grids?

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