MATLAB: Integral function: scalar to integrate over turns into large vector

intintegralnumerical integration

I have encountered a problem with the Integral(fun,xmin,xmax) function.
syms phi
params = [0.1;0.2;0.05;0.3;0.2;0.1];
R = 2.1;
S = 150;
K = 151;
tau = 0.2;
V = 0.1;
test_f1 = integral(@(phi)SV_f1(phi, params, R, S, K, tau,V),0,inf)
turns my phi scalar into a 1×150 vector inside my function. Using debug mode I could see that before anything happens inside my function the phi scalar that has been called into the function is recognized as a 1×150 vector. I have absolutely no idea how to move forward right now, so any help would be very much appreciated. Thanks.
in case you are interested in my objective function here it is:
function f1_end = SV_f1(phi, params, R, S, K, tau,V)
kappa_V = params(1);
theta_V = params(2);
sigma_V = params(3);
kappa_R = params(4);
sigma_R = params(5);
rho = params(6);
B = exp(-R*tau);
eta_R = sqrt(kappa_R^2 - 2*sigma_R^2*j*phi);
eta_Rstar = sqrt(kappa_R^2 - 2*sigma_R^2*(j*phi-1));
eta_V = sqrt( (kappa_V - (1+j*phi)*rho*sigma_V)^2 - j*phi*(j*phi+1)*sigma_V^2 );
eta_Vstar = sqrt( (kappa_V - j*phi*rho*sigma_V)^2 - j*phi*(j*phi - 1)*sigma_V^2 );
f1 = exp(-j*phi*log(B) - (theta_V/sigma_V^2)*(2*log(1-((eta_V-kappa_V+(1+j*phi)*rho*sigma_V)*(1-exp(-eta_V*tau)))/(2*eta_V))) ...
    -(theta_V/sigma_V^2)*(eta_V-kappa_V+(1+j*phi)*rho*sigma_V)*tau+j*phi*log(S) ...
    +((j*phi*(j*phi+1)*(1-exp(-eta_V*tau)))/(2*eta_V-(eta_V-kappa_V+(1+j*phi)*rho*sigma_V)*(1-exp(-eta_V*tau))))*V);
f1_end = R * exp( (exp(-j*phi*log(K)) * f1) / (j*phi));

Best Answer

"integral" always evaluates your function to be integrated for a vector of phi values.
So your function must accept a vector input for phi and calculate a corresponding vector output for f1_end. You can either use pointwise multiplication and division (.* instead of * and ./ instead of /) or loop over the length of phi to deal with this problem.
Further you should remove the "syms phi" at the beginning of your code: "integral" is a numeric, not a symbolic integrator.
Best wishes
Torsten.
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