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, check out
Tempone R., Wolfers S. (2017). Smolyak's algorithm: A powerful black box for the acceleration of scientific computations.
