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@wedeling wedeling released this 08 Jul 07:19
fd42187

Overhaul of SC sampler / analysis class:

  • Made isotropic sparse-grid subroutines more scalable to higher input dimensions. Reused dimension-adaptive subroutines for this purpose, instead of having (slower) separate isotropic routines.
  • Rewrote dimension-adaptive SC expansion as a standard PCE expansion with generalized PCE coefficients. See adaptive sparse-grid tutorial.

Documentation: