Accelerate scientific computations using Smolyak's algorithm
Project description
smolyak: A Python toolkit for the acceleration of scientific computations
==========================================
:Author: Soeren Wolfers <soeren.wolfers@gmail.com>
:Organization: King Abdullah University of Science and Technology (KAUST)
This Python package provides tools for the non-intrusive acceleration of scientific computations using Smolyak's algorithm.
As special cases, it includes integration and interpolation on sparse grids, as well as multilevel and multi-index algorithms. for stochastic collocation.
For an overview, see the paper:
Tempone R., Wolfers S. (2017). `Smolyak's algorithm: A powerful black box for the acceleration of scientific computations`__.
.. __: https://arxiv.org/abs/1703.08872
==========================================
:Author: Soeren Wolfers <soeren.wolfers@gmail.com>
:Organization: King Abdullah University of Science and Technology (KAUST)
This Python package provides tools for the non-intrusive acceleration of scientific computations using Smolyak's algorithm.
As special cases, it includes integration and interpolation on sparse grids, as well as multilevel and multi-index algorithms. for stochastic collocation.
For an overview, see the paper:
Tempone R., Wolfers S. (2017). `Smolyak's algorithm: A powerful black box for the acceleration of scientific computations`__.
.. __: https://arxiv.org/abs/1703.08872
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