Contents
BASIS Polynomial chaos basis constrauction.
[P,w,lb,ub] = BASIS(K,s,ext,lb,ub) return basis polynomials, weights & bounds.
Warning: might require a second orthogonalization for more precision
Options:
Default values for ext is '' (no normalization).
s=1 (truncated) normal distribution with parameters mu, sig over range
(lb,ub) (default: (-inf,inf))
s=2 uniform distribution over range (lb,ub) (default: (-1,1))
s=3 Chebyshev distribution over range (lb,ub) (default: (-1,1))