smolyak: 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)
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.
Arguments
- d
Dimension of unit cube.
- k
Depth of algorithm.