Package de.torstennahm.integrate.sparse

This package provides routines for multi-dimensional integration using the sparse grid algorithm and its adaptive version.

See:
          Description

Class Summary
CouldNotEvaluateInfo Signifies that an integration index could not be evaluated during the integration process.
DefaultSparseIntegrator A convenience class that uses generally acceptable defaults for integration.
EstimateIntegrator Sparse grid integrator that uses a hybrid of non-adaptive simplicial strategy and adaptive estimation of the index contributions.
EstimateIntegrator.EstimateData  
EvaluateIntegrator Sparse grid integrator that uses a hybrid of non-adaptive simplicial and adaptive greedy strategies.
EvaluateIntegrator.EvalData  
ProductWeightIntegrator Integrates a function by using product weights generated from a one-dimensional quadrature formula generator, with a depth specified seperately for each dimension.
SimplexIntegrator Performs integration using the simplicial (non-adaptive) sparse grid algorithm.
WeightedIntegrator Adaptive sparse grid integrator that uses a weighted balance of index contributions and work in expanding the index set.
 

Package de.torstennahm.integrate.sparse Description

This package provides routines for multi-dimensional integration using the sparse grid algorithm and its adaptive version.

The class SimplexIntegrator is the integrator class for standard sparse grid integration. The class DefaultSparseIntegrator is an integrator class for adaptive sparse grid integration. Several other classes also implement adaptive sparse integrators, using different strategies for index refinement and error estimation. They also provide more flexibility with regards to function domains.

The subpackages provide definitions and implementations of different modules used in the adaptive sparse grid integration. See the documentation of AdaptiveSparseIntegrator for details.

Related Documentation

For the current version of this package, documentation and further material, please see: