chaospy.quadrature.genz_keister_24

chaospy.quadrature.genz_keister_24(order, dist=None)

Create Genz-Keister variant 24 quadrature nodes and weights.

Args:

order (int, Sequence[int]):

The order of the quadrature.

dist (Optional[chaospy.Distribution]):

The distribution which density will be used as weight function. If omitted, standard Gaussian is assumed.

Returns:

(numpy.ndarray, numpy.ndarray):

Genz-Keister quadrature abscissas and weights.

Examples:

>>> nodes, weights = genz_keister_24(2)
>>> nodes.round(2)
array([[-4.18, -2.86, -1.73, -0.74,  0.  ,  0.74,  1.73,  2.86,  4.18]])
>>> weights.round(8)
array([9.4270000e-05, 7.9963300e-03, 9.4850950e-02, 2.7007433e-01,
       2.5396825e-01, 2.7007433e-01, 9.4850950e-02, 7.9963300e-03,
       9.4270000e-05])