Is there a matlab code to calculate the nodes and weights for random gauss quadrature?

3 vues (au cours des 30 derniers jours)
For example there is the code nwspgr.m for the Smolyak(sparse grid) quadrature.
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John D'Errico
John D'Errico le 24 Juil 2020
Please explain what you mean by a "random Gauss quadrature". The word random means something in mathematics. As well, Gauss quadrature also means something. However, the juxtaposition of the two has no meaning that I can see in mathematics.
Next, you mention the code nwspgr.m. I must assume you mean this:
But I might be wrong. If you want help, then you want to make it easy for people to help you.
sufia KHATOON
sufia KHATOON le 24 Juil 2020
Thank you for your comment. Yes you are right about nwspgr.m which is available on http://www.sparse-grids.de. Similarly as mention in this paper "Zhou, T., Narayan, A., & Xiu, D. (2015). Weighted discrete least-squares polynomial approximation using randomized quadratures. Journal of Computational Physics, 298, 787-800."
On page 4 under 3.1:Random sampling of tensor Gauss points can also be done. I want to know if there is a matlab function for that which gives the nodes and weights.
If you need further clarification, please let me know.

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