Paul Mellon, class of '29, has given Yale University one of the most beautiful art galleries ever built (though you might amble past its street-front shops, it's anonymous facade, without nonticing it's there.) He has filled it, floor to skylight, with the finest collection of British art ever privately assembled. The pictures on display endear, they do not overhelm.

The Yale Center for British Art and British Studies, which was previewed Friday evening by 850 formally dressed guests and which opens Tuesday to the public, is magnificently gentle. It prefectly reflects the highest accomplishment of England's civilization - which is certainly not painting, and perhaps not even poetry - but the art of living well.

Her pictures, perhaps not surprisingly, have long been disdained. English pictures tend to be small, quirky, and domestic. English artists, both amateur and professional, portrayed horses more frequently than heros. Spaniels outnumber saints in the pictures on display. If the art of Italy tends to turn our eyes toward God, if that of France is art about art, then England's art records the way that happiness has long been pursued in that green and pleasant land.

Though American robber barons spent fortunes on the English full-length portraits that they bought from Lord Duveen, most of England's artist are underrepresented in American museums. Though Yale is renowned as a center for British studies, her art department's slide collection contained no photographs of English paintings as late as 1949. The Yale Center for British Art shows us what we've missed.

Mellon, 69, is president of the National Gallery of Art and the son of its founder, Andrew Mellon.

Paul Mellon has given - or has pledged - 1,800 paintings, 7,000 drawings and 5,000 prints - 120 Constables, 42 Hogarths, 35 works by Stubbs, 29 by Wright of Darby, 70 by Turner. Some of these are masterworks, and many are very beautiful. All are informational.

To walk among these pictures is to visit Georgian England. We see her theaters, taverns, her mountains and her lakes, parks, country houses, gentle folk, and low life, her spas and sports and ships and everywhere we see her people, sometimes misbehaving, often sitting toliday in their graciou homes.

Because the Center is also a research institution, it's 60,000-item photographic archives and its extraordinary library of 16,000 rare and illustrated books are as important as its works of art as visual documents of pre-industrial British life.

The collection tells us of the days when the middle-class emerged, when the English - rich and poor - began admiring their landscapes.

Though it does include some Elizabethan portraits and some 20th-century drawings, the collection calls attention to the period that began with the birth of Hogarth in 1967 and closed with Turner's death in 1851.

The building was designed, though he did not live to see it, by the late Louis I. Kahn. It is a masterpiece of modern architecture, though its modernism brings to mind a gracious age long gone.

There are many self-important buildings on Yale's campus, but Kahn's Center is as reticent and as gracious as some English country house. The carpeting is undyed wool, the paneling white oak, the wall surfaces undyed linen. The rooms have a domestic scale and all of them are bathed in light. No electricity isneeded to see the works displayed. The Center's roof is a grid of complicated skylights whose louvres, ultraviolet filters and diffusers admit an even silver light that falls softly on the pictures. The galleries surround a pair of interior courts that bring light to the lower floors. The building's interior balconies, and its large plate-glass windows, provide a never-ending series of vistas, prospects, views.

What is most amazing about this vast collection is that it was in large part assembled since 1961. Mellon was among the first collectors to realize the beauties of English art. Though it stands on busy Chapel Street - and includes a row of wine shops, cheese shops, book stores - the Center and its contents suggest the country life, landscape and the sky. Britain's skies are always changing, and her artists have no equal when it comes to painting twilight, cluds and mists.

If there is such a thing as an Anglo-American academic art establishment, it was present at Friday's enormous party. The 850 guests who sat down for dinner in the Yale Commons (the main course was beef Wellington) included museum directors, art historians, university professors, dealers, collectors, friends of Mellon, and the honorable Sir Peter Ramsbotham, the British Ambassador and Kingman Brewster Jr., president of Yale University who soon will leave New Haven. President Carter has named Brewster our ambassador to the Court of St. James's.