smolpack 0.1.3

Multidimensional Quadrature Using Sparse Grids for Python

smolpack

Multidimensional Quadrature Using Sparse Grids for Python

smolpack is a high-performance Python library for numerical integration (cubature) over the unit hypercube [0,1]^d using Smolyak's algorithm with Clenshaw-Curtis quadrature rules. It approximates integrals of the form:

$$I[f] = \int_{[0,1]^d} f(\mathbf{x}),d\mathbf{x}$$

Two solvers are provided: a delayed Clenshaw-Curtis variant (fewer evaluations) and a standard Clenshaw-Curtis variant (classical rule).

Quick example

import numpy as np
import smolpack


def my_func(dim, x):
    return np.exp(np.sum(x))


result = smolpack.int_smolyak(my_func, dim=3, qq=5)

Installation

pip install smolpack

Requires Python 3.10+ and NumPy. See the full installation guide for uv, poetry, and source builds.

Documentation

• Theory — sparse grids, Smolyak construction, Clenshaw-Curtis rules
• Quickstart — runnable examples
• API Reference — solver signatures and parameters
• References — literature citations

Attribution

The original C library SMOLPACK was written by Knut Petras and is distributed via John Burkardt's page.

License

LGPL-2.1 — see LICENSE.