PMPack - Parameterized Matrix Package

Contains a suite for approximating the solution of a parameterized matrix equation using either a residual minimizing spectral Galerkin method or pseudospectral method. Both methods employ a basis of orthogonal polynomials -- multivariate polynomials are constructed at products of univariate polynomials.

Demos are provided, although the demo for solving the elliptic PDE with a Karhunen-Loeve expansion for the log of the coefficients requires the MATLAB PDE Toolbox.

Also contains utilities for working with the orthogonal polynomials and associated Gaussian quadrature rules.