SMOLPACK is a C library which estimates the integral of a function over a hypercube using a sparse grid, by Knut Petras.
An interactive test program is also provided. The user can specify the input to this program as part of the commandline, or wait to enter the data interactively.
Output from the program includes the exact and approximate integral values, the error, and, if requested, the number of quadrature points (function evaluations) and the number of quadrature weights that needed to be computed. Note that, because of symmetry in the quadrature rule, the number of quadrature weights computed will generally be much lower than the number of quadrature points.
smolpack_interactive fnum dim k seed bswhere
SMOLPACK_INTERACTIVE allows the user to choose a test function to be integrated. The first six test functions come from the standard test suite of Genz. In the description, M denotes the spatial dimension, R is a randomly chosen parameter, C is a randomly chosen scaling vector, and X0 is a randomly chosen displacement vector.
SMOLPACK is available in a C version.
CC_DISPLAY, a MATLAB program which can compute and display Clenshaw Curtis grids in two dimensions, as well as sparse grids formed from sums of Clenshaw Curtis grids.
CLENSHAW_CURTIS_RULE, a C library which can set up a Clenshaw Curtis quadrature grid in multiple dimensions.
SPARSE_GRID, a PYTHON library which contains classes and functions defining sparse grids, by Jochen Garcke.
SPARSE_GRID_CC, a dataset directory which contains files of the abscissas of sparse grids based on a Clenshaw Curtis rule.
SPARSE_GRID_F2, a dataset directory which contains files of the abscissas of sparse grids based on a Fejer Type 2 rule.
SPARSE_GRID_GP, a dataset directory which contains files of the abscissas of sparse grids based on a Gauss Patterson rule.
SPARSE_GRID_HW, a C library which creates sparse grids based on Gauss-Legendre, Gauss-Hermite, Gauss-Patterson, or a nested variation of Gauss-Hermite rules, by Florian Heiss and Viktor Winschel.
SPQUAD, a MATLAB library which computes the points and weights of a sparse grid quadrature rule for a multidimensional integral, based on the Clenshaw-Curtis quadrature rule, by Greg von Winckel.
TOMS847, a MATLAB program which uses sparse grids to carry out multilinear hierarchical interpolation. It is commonly known as SPINTERP, and is by Andreas Klimke.
TESTPACK, a C library which defines the Genz test integrand functions.
TEST_NINT, a FORTRAN90 library which defines a number of test integrand functions for multidimensional integration.
You can go up one level to the C source codes.