mvQuad (Q27813)
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Methods for Multivariate Quadrature
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mvQuad |
Methods for Multivariate Quadrature |
Statements
19 September 2023
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Provides methods to construct multivariate grids, which can be used for multivariate quadrature. This grids can be based on different quadrature rules like Newton-Cotes formulas (trapezoidal-, Simpson's- rule, ...) or Gauss quadrature (Gauss-Hermite, Gauss-Legendre, ...). For the construction of the multidimensional grid the product-rule or the combination- technique can be applied.
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