SAS/IML Software and Matrix Computations

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Rick_SAS
SAS Super FREQ

I'm sorry for the delay, but I have a lot of travel in August.

I don't know whether it will work, but I hoped you might be able to scale the integral as follows.

Let h be the integrand. Then \integral h(x) dx = h(0) * \integral (h(x)/h(0)) dx.

Let g(x) = h(x) / h(0). My hope was that the integral of g is better behaved an remains bounded as your parameter varies.  The value of the integral should be small for all values of the parameter.  However, I haven't had time to think about this problem recently or to see whether my idea actually works.

A double integral of a convolution is just too hard for a casual observer to offer much specific help.  It would take me quite a bit of effort to understand the details of your problem.  I still think your best bet is still to simplify the problem and understand each component. The key is understanding why the integral isn't converging. For example, I notice that the documentation example for the QUAD function says that the inner integral should not range over an infinite domain. Have you tried integrating the inner intergral on a finiate domain such as [-10, 10]?

Emara
Calcite | Level 5

Sorry Rrick for troubling you, I really appreciate your continious efforts. I tried your first suggestion "scaling the integral". As I understood, I should substitute with ZED=0 and QQ=0 in the integrand. However, this substitution yields h(0)=0. Am I correct?

Aya










Emara
Calcite | Level 5

Hello Rick,I tried the following bounds for the inner integral [-10,10] . I got errors concerning matrix inverse and convergence. The log file is attached

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