smolyak {gss}

Generating Smolyak Cubature

Description

Generate delayed Smolyak cubatures using C routines modified from smolyak.c found in Knut Petras' SMOLPACK.

Usage

smolyak.quad(d, k)

smolyak.size(d, k)

Arguments

d

Dimension of unit cube.

k

Depth of algorithm.

Value

smolyak.quad returns a list object with the following elements.

pt

Quadrature nodes in rows of matrix.

wt

Quadrature weights.

smolyak.size returns an integer.