This repository contains the Multi-variate Fox's H function MATLAB code. The code exhibits high efficiency, with execution time for computations involving up-to five variate remains within a few seconds and yields exceptionally accurate results.
The three functions (detboundaries, compMultiFoxHIntegrand and compMultiFoxH) contribute to the computation of the multivariate Fox's H-function in various aspects. Firstly, the detboundaries module endeavors to establish suitable rectangular boundaries for the integration region of the function, ensuring accurate calculation. Secondly, the compMultiFoxHIntegrand function computes the complex integrand of the multivariate Fox-H function at specific points designated by the rows of the matrix y, laying the groundwork for subsequent calculations. Lastly, the compMultiFoxH module serves as the main engine for estimating the multivariate integral using simple rectangle quadrature.