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

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sufia KHATOON
sufia KHATOON 2020 年 7 月 24 日
コメント済み: sufia KHATOON 2020 年 7 月 24 日
For example there is the code nwspgr.m for the Smolyak(sparse grid) quadrature.
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John D'Errico
John D'Errico 2020 年 7 月 24 日
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 2020 年 7 月 24 日
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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