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I. Wavelet calculations.
II. Calculation of approximation spaces in one dimension.
III. Calculation of approximation spaces in one dimension II.
IV. One dimensional problems.
V. Stochastic optimization in one dimension.
VI. Scalar product in N-dimensions.
1. Two-sided area of integration, positive a.
2. Two-sided area of integration, negative a.
3. Indexing integration domains.
4. Summary. Calculation of scalar product in N dimensions.
5. Indexing integration domains II.
6. Scalar product in N-dimensions. Test case 1.
7. Scalar product in N-dimensions. Test case 2.
8. Scalar product in N-dimensions. Test case 3.
9. Implementation of scalar product in N-dimensions.
VII. Wavelet transform of payoff function in N-dimensions.
VIII. Solving N-dimensional PDEs.
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Implementation of scalar product in N-dimensions.


he project files are located in the directory OTSProjects/Cuda/NDimBasis. The unit tests are the files test*.py in the directory OTSProjects/Cuda/NDimBasis/pyd/ots_make/bin. The mathematica file sp1.nb, located in the same directory, provides verification of final results.





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