boostorg / boostorg/math

Feature Wishlist

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Description

- Modified Clenshaw recurrence for all special functions governed by 3-term recurrence relations.
- Higher dimensional interpolation (Akima has a natural generalization to higher dimensions, but there's some work on getting the API correct.)
- Prolate spheroidal wavefunctions
- Higher dimensional quadrature; sparse grids for medium dimensionality, extensions of Gaussian quadrature in lower dimensions.
- Wavelet transforms, shearlets
- Bivariate interpolation and quadrature at the [Padua points](https://www.math.unipd.it/~marcov/pdf/poster5ecm.pdf)
- [Von Mises distribution](https://github.com/boostorg/math/issues/296)
- [Gauss-Hermite quadrature](https://github.com/boostorg/math/issues/1453)
- [Generalized Laguerre polynomials](https://github.com/boostorg/math/issues/1128)
- [Interpolation with different units](https://github.com/boostorg/math/issues/314)

What else is a natural fit for the library, and is useful?

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