The new Mata class QuadratureVec() is created for the storage and computation of vectorized numerical integration.


Here is an example to approximate the following three integrals:


We define evaluator functions f1()f2(), and f3():



Having defined the evaluator functions, we follow the four steps that are required each time we use the QuadratureVec() class. First, we create an instance q of the QuadratureVec() class:


: q = QuadratureVec()


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Second, we use setEvaluator() to point to the evaluator functions, defined as the column vector evaluator:


: evaluator = (&f1() \ &f2() \ &f3())
: q.setEvaluator(evaluator)


Third, we use setLimits() to specify the lower and upper limits, defined as limits:


: limits = ((1, 2) \ (0,pi()) \ (0,1))
: q.setLimits(limits)


Fourth, we use integrate() to compute the approximations:


We find that