tensap.approximation.integration package

Submodules

tensap.approximation.integration.integration_rules module

Module integration_rules.

class tensap.approximation.integration.integration_rules.FullTensorProductIntegrationRule(points, weights)

Bases: tensap.approximation.integration.integration_rules.IntegrationRule

Class FullTensorProductIntegrationRule.

Methods

gauss(random_variable, *args)	Call the method gauss_integration_rule of tensap.RandomVariable or tensap.RandomVector.
integrate(fun)	Integrate the function fun using the integration rule.
ndim()	Return the number of integration points.
tensorize(dim)	Create a tensap.FullTensorProductIntegrationRule in dimension dim using the object.
weights_on_grid()	Return the weights on the grid.

integrate(fun)

Integrate the function fun using the integration rule.

Parameters

funfunction

The function to be integrated.

Returns

int

The integrated function using the integration rule.

ndim()

Return the number of integration points.

Returns

int

The number of integration points.

weights_on_grid()

Return the weights on the grid.

Returns

numpy.ndarray

The weights on the grid.

class tensap.approximation.integration.integration_rules.IntegrationRule(points, weights)

Bases: object

Class IntegrationRule.

Attributes

pointsnumpy.ndarray

The integration points.

weightsnumpy.ndarray

The integration weights.

Methods

gauss(random_variable, *args)	Call the method gauss_integration_rule of tensap.RandomVariable or tensap.RandomVector.
integrate(fun)	Integrate the function fun using the integration rule.
ndim()	Return the number of integration points.
tensorize(dim)	Create a tensap.FullTensorProductIntegrationRule in dimension dim using the object.

static gauss(random_variable, *args)

Call the method gauss_integration_rule of tensap.RandomVariable or tensap.RandomVector.

Parameters

random_variabletensap.RandomVariable or tensap.RandomVector

The random variable or vector associated to which the integration rule is to be computed.

*argsmisc

Additional arguments.

Returns

tensap.IntegrationRule

The integration rule associated with the random variable or vector.

integrate(fun)

Integrate the function fun using the integration rule.

Parameters

funfunction

The function to be integrated.

Returns

int

The integrated function using the integration rule.

ndim()

Return the number of integration points.

Returns

int

The number of integration points.

tensorize(dim)

Create a tensap.FullTensorProductIntegrationRule in dimension dim using the object.

Parameters

dimint

The dimension of the tensap.FullTensorProductIntegrationRule.

Returns

tensap.FullTensorProductIntegrationRule

The integration rule in dimension dim.

Module contents