This repository contains the MATLAB codes for the article "Fully symmetric kernel quadrature" by Toni Karvonen and Simo Särkkä.
T. Karvonen and S. Särkkä (2018). SIAM Journal on Scientific Computing, 40(2):A697–A720.
https://doi.org/10.1137/17M1121779
https://arxiv.org/abs/1703.06359
CONTACT: [email protected]
Clone or download the repository and add fskq directory to your MATLAB search path. The three numerical experiments of the article (as well as some additional illustrations) are in the examples directory. The file demo.m contains some simple examples that demonstrate how to use the MATLAB functions.
Most of the code is written by the authors. The function fskq/fss.m is partly based on a MATLAB Central answer by Bruno Luong and the function fskq/spgetseq.m is taken from the Sparse Grid Interpolation Toolbox by Andreas Klimke.