How to take the double integral of an equation with an integral in python?

Asked Jul 06 '15 at 23:45

Active Jul 07 '15 at 15:34

Viewed 319 times

I'm trying to integrate this function in Python:

I = integral(integral( g(y) * ln[f(x,y)/g(y)] dx) dy) where g(y) = integral(f(x,y)dx) from 0 to 1

eq = lambda x: x #NOTE: want to be able to be able to input any equation
f = lambda x,y: math.exp(-1.0*(eq(x)-y)**2)
g = lambda y: integrate.quad(f, 0, 1, args=(1,))[0]
combined = lambda x, y: g(y) * math.log(f(x,y) / g(y))
combInt = lambda y: integrate.quad(combined, 0,1, args=(1,))[0]
I = integrate.quad(combInt, -np.inf, np.inf)[0]

However, when I ran my code, I found that "g" was constant, and "I" was negative. Am I using the quad function incorrectly? How can g be constant?

edited Jul 07 '15 at 15:34

asked Jul 06 '15 at 23:45

mariecuriosity

`y` does not appear in your code on the right-hand side of `g = lambda y: ...`, so it is a constant in `y`. – pv. Jul 07 '15 at 11:52
It worked perfectly! If you repost as an answer, I will close the question. – mariecuriosity Aug 05 '15 at 20:00

How to take the double integral of an equation with an integral in python?

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