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XLeratorDB/math Documentation

SQL Server double exponential quadrature for non-periodic functions


QUADDE

Updated: 31 March 2014


Use the scalar function QUADDE to evaluate an infinite integral. QUADDE calculates the integral of the given function f(x) over the interval (-Infinity, Infinity) using Double Exponential Quadrature for non-Periodic functions.
Syntax
SELECT [wctMath].[wct].[QUADDE](
  <@Func, nvarchar(max),>
 ,<@VarName, nvarchar(4000),>
 ,<@A, sql_variant,>
 ,<@B, sql_variant,>)
Arguments
@Func
the function to be integrated. @Func is a string containing any valid TSQL statement which includes a single variable that is the object of the integration. The variable name is defined in @VarName. @Func is of a type nvarchar or of any type which implicitly converts to nvarchar.
@VarName
the TSQL variable name. The variable name must start with '@'. @VarName must be of a type nvarchar or a type which implicitly converts to nvarchar.
 @A
the lower limit of integration.
@B
the upper limit of integration.
Return Types
float
Remarks
·         If @A is not '-Inf' and @B is not 'Inf' then NULL will be returned.
·         If @A is '-Inf' then the function will be integrate from –8 to @B.
·         If @A is not '-Inf' then the function will be integrated from @A to 8.
·         @A can be any floating point number or '-Inf'.
·         @B can be any floating point number or 'Inf'.
·         If @Func contains an undeclared SQL variable and it is not defined in @VarName a NULL will be returned.
·         For best results you should use only non-periodic functions. For periodic functions use QUADOSC instead.
Example
In this example we want to evaluate the integral:


SELECT
   devdb.dbo.QUADDE(
      'SELECT EXP(-@x)/SQRT(@x)',   --@Func    
      '@x',       --@VarName
      0,          --@A
      'Inf'       --@B
      ) as Integral

This produces the following result.
              Integral
----------------------
      1.77245385090552

 In this example we want to evaluate the integral:


SELECT
   devdb.dbo.QUADDE(
      'SELECT 1/(1+POWER(@x,2))',   --@Func    
      '@x',       --@VarName
      '-Inf',     --@A
      0           --@B
      ) as Integral

This produces the following result.
              Integral
----------------------
       1.5707963267949

In this example we want to evaluate the integral:


SELECT
   devdb.dbo.QUADDE(
'SELECT POWER(@x,2)/(1+4*@x+3*POWER(@x,2)-4*POWER(@x,3)-2*POWER(@x,4)+2*POWER(@x,5)+POWER(@x,6))',      --@Func    
      '@x',                   --@VarName
      '-Inf',                 --@A
      'Inf'                   --@B
      ) as Integral

This produces the following result.
              Integral
----------------------
      3.14159265358979

 

See Also

 



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