PolyChaos is a collection of numerical routines for orthogonal polynomials written in the Julia programming language. Starting from some non-negative weight (aka an absolutely continuous nonnegative measure).
Features
- Compute the coefficients for the monic three-term recurrence relation
- Evaluate the orthogonal polynomials at arbitrary points
- Compute the quadrature rule
- Compute tensors of scalar products
- Compute affine PCE coefficients for arbitrary densities
- Compute the tensors of scalar products
Categories
Data VisualizationLicense
MIT LicenseFollow PolyChaos.jl
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