Signal Toolkit - primitive

Function File: F = primitive (f, t, F0)

Calculate the primitive of a function.

The function approximates the primitive (indefinite integral) of the univariate function handle f with constant of integration F0. The output is the primitive evaluated at the points t. The vector t must be ordered and ascending.

This function is a fancy way of calculating the cumulative sum,

F = cumsum (f(t).*diff (t)([1 1:end])).

Example:

 f = @(t) sin (2 * pi * 3 * t);
 t = [0; sort(rand (100, 1))];
 F = primitive (f, t, 0);
 t_true = linspace (0, 1, 1e3).';
 F_true = (1 - cos (2 * pi * 3 * t_true)) / (2 * pi * 3);
 plot (t, F, 'o', t_true, F_true);
 

See also: quadgk, cumsum.