Integral of four variables

[Luiz Tizei]

I am trying to implement a code in Octave to integrate a function that
depends in four variables. Unfortunately, I cannot separate the function in
a product of two functions, each depending on two of the variables.

Over all, what I have is an integral of a(p)*a(p')*w(p,p'), where p is a 2D
vector.
I am trying to implement something with a double use of dblquad, but it is
not working.

This is what I am currently trying:

f = @(x1,x2,x3,x4) x1 + x2 + x3 + x4;

g = @(x3,x4) dblquad(f, 0,1,0,1)

a = dblquad(g, 0,1,0,1);

What I am not sure is possible is the second line. I could not find any way
of doing this step.
Do you have any suggestions on how this could be performed?
Thank you!

Best wishes,

Luiz



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