SG++

Public Member Functions

def __init__ (self)

def computeBilinearForm (self, grid)

def computeBilinearFormEntry (self, basis, gpi, gpj)

def getKey (self, gps)

Detailed Description

Generate the a quadrature strategy for uniformly distributed
random variables. Therefore is the mass matrix just the bilinear form
of the sparse grid basis functions.


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