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Quadrature rule algebra

Xiaoyu Wei requested to merge xywei/modepy:quadrature-rule-algebra into master

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

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