How to make a double integration with numerical integration?

I wrote this code, but it didn't work and got message "Invalid expression. When calling a function or indexing a variable, use parentheses. Otherwise, check

for mismatched delimiters."

f = @(sigma, y, yp) exp(-(y-yp).^2 ./ sigma.^2);

for i = 1:N

for j = 1:N

A(i,j) = integral(@(y),(integral @(yp)f(sigma,y,yp),yp1(j),yp(j)),y1(i),y2(i));

end

end

Answer 1

[Bjorn Gustavsson]

Why not use integral2 to integrate over 2-D domains - it can handle, at least, boundaries in the y-direction that are functions of x. Or you if this is your function that you want to integrate you should be able to do at least one integration symbolically and end up with a function that is built with some erf (error-function) terms.

HTH