Quadrature rule algebra
The proposed changes will add the capability of generating sparse grids.
The proposed changes provide building blocks of generation sparse grids. Specifically, a symbolic representation of quadrature rules is added, which supports some basic algebraic operations.
The idea is that, starting from basic quadrature rules over [-1, 1]
, one can form complicated rules in higher dimensions over [-1, 1]^d
. Tensor product quadrature is included as a proof of concept.
Todos:
-
Add more test for algebraic operations -
Add tensor product quadrature rules
Edited by Xiaoyu Wei