[SciPy-Dev] Introduction and feature proposal.
Thu Feb 21 07:54:41 CST 2013
On Thu, Feb 21, 2013 at 12:30 AM, Christopher Miller
> My name is Chris Miller and I'm a recent applied math PhD from
> University of Maryland. I have some matlab and C/C++ code for computing
> multi-dimensional integrals using Smolyak sparse grids that I think
> might fit well inside scipy.integrate. Sparse grid quadrature delays the
> onset of the so called "curse of dimensionality," and is very efficient
> for evaluating integrals with a 'moderate' number of variables, say
> ~<50. Sparse grids rules can also be tailored to perform integration
> with respect to various measures (uniform, Gaussian, beta-distribution,
> etc.). I'd appreciate any feedback on whether or not people would find
> this useful.
That sounds really cool! Yes, please!
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