MATLAB: Integral

quad

I have a function:
function y = MJDCall(S, K, t )
k=log(K/S);
F=@(u) exp(-1i*u*k)*MJDCharacteristic(u-1i/2,t)/(u^2+1/4);
y=S-sqrt(S*K)*1/pi*quad(F,0,inf);
end
where MDJCharacteristic is the function:
function y = MJDCharacteristic(u,T)
mu=evalin('base', 'Params(1)');
sigma=evalin('base', 'Params(2)');
lambda=evalin('base', 'Params(3)');
alpha=evalin('base', 'Params(4)');
delta=evalin('base', 'Params(5)');
w=-(1/2)*sigma^2-lambda*(exp(alpha+(delta^2)/2)-1);
y=exp(1i*u*w*T-(1/2)*mu^2*sigma^2*T+lambda*T*(exp(1i*u*alpha-mu^2*(sigma^2)/2)-1));
end
When I call the first function MJDCall(1,2,0.5) I get following message:
>> MJDCall(1,2,0.5)
??? Error using ==> mtimes
Inner matrix dimensions must agree.
Error in ==> MJDCall>@(u)exp(-1i*u*k)*C(u-1i/2,T)/(u^2+1/4) at 22
F=@(u) exp(-1i*u*k)*C(u-1i/2,T)/(u^2+1/4);
Error in ==> quad at 77
y = f(x, varargin{:});
Error in ==> MJDCall at 24
y=quad(F,1,2);
What am I doing wrong???

Best Answer

Use .* instead of *
Also use ./ instead of /
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