Sparse GridsΒΆ
Implementation of Sparse Grid (Smolyak) methods for numerical integration.
This implementation is a porting of the Sparse-Grid package developped in MatLab(R) at http://www.sparse-grids.de The code is extended with Clenshaw-Curtis and Fejer quadrature rules [1]
@copyright: 2007 Florian Heiss, Viktor Winschel
@copyright: 2012-2015 Daniele Bigoni