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References

Attribution

The original C library SMOLPACK was written by Knut Petras and is distributed via John Burkardt's page.

Bibliography

  1. Smolyak, S. "Quadrature and Interpolation Formulas for Tensor Products of Certain Classes of Functions." Doklady Akademii Nauk SSSR, 4, 240–243, 1963.

  2. Petras, K. "Fast Calculation of Coefficients in the Smolyak Algorithm." Numerical Algorithms, 26(2), 93–109, 2001.

  3. Petras, K. "Smolyak Cubature of Given Polynomial Degree with Few Nodes for Increasing Dimension." Numerische Mathematik, 93(4), 729–753, 2003.

High-dimensional integration

  1. Novak, E., Ritter, K. "High Dimensional Integration of Smooth Functions over Cubes." Numerische Mathematik, 75(1), 79–97, 1996.

  2. Novak, E., Ritter, K. "Simple Cubature Formulas with High Polynomial Exactness." Constructive Approximation, 15(4), 499–522, 1999.

Cubature test problems

  1. Genz, A. "A Package for Testing Multiple Integration Subroutines." In: Numerical Integration: Recent Developments, Software and Applications, edited by P. Keast and G. Fairweather. Reidel, 1987, pp. 337–340. ISBN 9027725144.