SG++

## Public Member Functions

def __init__ (self, params)

def computeBilinearForm (self, grid)

def computeBilinearFormEntry (self, basis, gpi, gpj)

def getKey (self, gps)

## Detailed Description

Generate the a quadrature strategy that appriximates the probability
density in each dimension with a piecewise constant function. Each constant
function is determined by the density evaluated at the center of the support
of the corresponding basis function.


## Constructor & Destructor Documentation

Constructor


## Member Function Documentation

Compute bilinear form for the current grid
@param grid: Grid
@return DataMatrix


Generates a unique key for a given list of grid points