Hi,

I am trying to integrate following (3 dimensional) exponential function. The function is represented as follows.

f(x,y,z) = exp(-1/2(X'*Inverse(P)*X)) dxdydz

where X is a 3d vector [(X-m) (Y-m) (Z-m)]
P - covariance matrix (3x3)

Could anyone suggest me how to do this using numerical recipies's standard methods.


Reg
AJ