smolyak {gss}R Documentation

Generating Smolyak Cubature

Description

Generate 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.

Details

smolyak.quad and smolyak.size concern the delayed Smolyak cubature.

Value

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

pt Quadrature nodes in rows of matrix.
wt Quadrature weights.


smolyak.size returns an integer.


[Package gss version 0.9-3 Index]