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This finally adds splicing with multilevel.
It is, however, worth noting that the accuracy improves much more slowly when using the multi-level approach. Typically, you'd need hundreds of steps to reach ~1% accuracy.
Some details on the implementation
Splicing on a uniform grid
The equation to be solved is
$$\mathbf{\bar{M} C^{-1} \bar{M}} \alpha = \mathbf{\bar{M} C^{-1} M} (b - a),$$ $a$ and $b$ are fields (in density space), $\mathbf{M}=1-\mathbf{\bar M}$ is a matrix that selects the region to be spliced.
where
Once$\alpha$ is obtained, one can obtain the spliced field as
$$f=b + \mathbf{M}(a-b) + \mathbf{\bar{M}}\alpha.$$
This is a WIP: