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

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License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-12-04