Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.
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README.md

Smolyak

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Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.

Following Julia convention, the main Julia code is in the directory src/ and the tests are in the directory test/.

Following Python convention, the main Python code is in the directory smolyak/.

Following both Julia and Python convention the documentation is found in the doc/. The goal of this project is to write a consistent and interface for both Python and Julia, which would allow us to have a single documentation suite. There may be cases where this is not possible, in which case any differences between the two implementations will be documented in separate files for each language.