SPARSE_GRID_GL_DATASET is a FORTRAN90 program which creates a Gauss-Legendre sparse grid dataset.
sparse_grid_gl_dataset dim_num level_maxwhere
Each sparse grid is stored using the "quadrature rule" format, that is, as three files:
The abscissas are ordered to respect the natural nesting of the sparse grids by level. That is, the file of level 3 points begins by listing the points in the level 2 grid.
The code described and made available on this web page is distributed under the GNU LGPL license.
SPARSE_GRID_GL_DATASET is available in a C++ version and a FORTRAN90 version and a MATLAB version.
MONTE_CARLO_RULE, a FORTRAN90 program which generates a dataset of N random M-dimensional points, regards it as a quadrature rule for the unit hypercube, and writes out three files of information.
QUADRATURE_RULES, a dataset directory which define quadrature rules; a number of examples of sparse grid quadrature rules are included.
QUADRULE, a FORTRAN90 library which defines quadrature rules for various intervals and weight functions.
SGMGA, a FORTRAN90 library which creates sparse grids based on a mixture of 1D quadrature rules, allowing anisotropic weights for each dimension.
SMOLPACK, a C library which implements Novak and Ritter's method for estimating the integral of a function over a multidimensional hypercube using sparse grids.
SPARSE_GRID_CC_DATASET, a FORTRAN90 program which can create a Clenshaw Curtis sparse grid and write the data to three files.
SPARSE_GRID_F2, a dataset directory which contains the abscissas of sparse grids based on a Fejer Type 2 rule.
SPARSE_GRID_GL, a FORTRAN90 library which can create a Gauss-Legendre sparse grid.
SPARSE_GRID_GL, a dataset directory which contains Gauss-Legendre sparse grids.
SPARSE_GRID_GP, a dataset directory which contains the abscissas of sparse grids based on a Gauss Patterson rule.
SPARSE_GRID_HERMITE_DATASET, a FORTRAN90 program which can create a Gauss-Hermite sparse grid and write the data to three files.
SPARSE_GRID_HW, a FORTRAN90 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.
SPARSE_GRID_LAGUERRE_DATASET, a FORTRAN90 program which can create a Gauss-Laguerre sparse grid and write the data to three files.
SPARSE_GRID_MIXED_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on a mixture of 1D rules.
SPARSE_GRID_NCC, a dataset directory which contains the abscissas of sparse grids based on a Newton Cotes closed rule.
SPARSE_GRID_NCO, a dataset directory which contains the abscissas of sparse grids based on a Newton Cotes open rule.
SPARSE_GRID_OPEN_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on open rules (Fejer 2, Gauss-Patterson, Newton-Cotes-Open).
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.
Here are the three quadrature files created by the command
sparse_grid_gl_dataset 2 3
You can go up one level to the FORTRAN90 source codes.