How to Evaluate Double Integrals

Hi, I am trying to write a code for numerical double integration in Matlab. I know there are built in built-in Matlab functions for this but I want to write one by myself. Which algorithm will be most suitable for this purpose?

[Jim]

Algorithms for single variable integration can be generalized to double integration. An example for the trapezoidal rule is here http://www.mathworks.com/matlabcentral/answers/1800. Similarly you can use Simpson's rule or some other algorithm depending on what function you are trying to integrate.

[Carlos]

Exactly, you can use the Simpson rule, the Trapezium rule, Gauss-Legendre etc...

When performing a double integral you can also integrate with one method over one variable and use another to integrate over the other variable.

Another detail you have to consider is the type of region in which you are integrating, the algorithm changes slightly when you integrate over a non rectangular region instead of a rectangular region.