SPARSE_GRID_MIXED_DATASET is a FORTRAN90 program which creates a sparse grid dataset from a mixture of 1D rules, using instructions from a user.
The available 1D quadrature rules are identified by a 2 or 3 letter code, and include:
The user first specifies:
Then the user specifies rules for each of the M dimensions. A rule, when specified, may be used for one, or for multiple consecutive dimensions.
Finally, the user specifies a "file identifier", that is, the main part of a string to be used when creating the files.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SPARSE_GRID_MIXED_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.
SANDIA_RULES, a FORTRAN90 library which produces 1D quadrature rules of Chebyshev, Clenshaw Curtis, Fejer 2, Gegenbauer, generalized Hermite, generalized Laguerre, Hermite, Jacobi, Laguerre, Legendre and Patterson types.
SPARSE_GRID_CC, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Clenshaw Curtis rule;
SPARSE_GRID_CC_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on Clenshaw-Curtis rules.
SPARSE_GRID_CCS, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Clenshaw Curtis rule with Slow Exponential Growth;
SPARSE_GRID_F2, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Fejer type 2 rule;
SPARSE_GRID_GL, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Gauss-Legendre rule;
SPARSE_GRID_GL_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on Gauss-Legendre rules.
SPARSE_GRID_GP, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Gauss-Patterson rule;
SPARSE_GRID_HERMITE, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Gauss-Hermite rule;
SPARSE_GRID_HERMITE_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on Gauss-Hermite rules.
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, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Gauss-Laguerre rule;
SPARSE_GRID_LAGUERRE_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on Gauss-Laguerrre rules.
SPARSE_GRID_MIXED, a FORTRAN90 library which creates a sparse grid dataset based on a mixed set of 1D factor rules.
SPARSE_GRID_MIXED, a dataset directory which contains multidimensional Smolyak sparse grids based on a mixed set of 1D factor rules.
SPARSE_GRID_NCC, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D Newton Cotes Closed rule;
SPARSE_GRID_NCO, a dataset directory which contains multidimensional Smolyak sparse grids based on the 1D 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).
SPARSE_GRID_TANH_SINH, a dataset directory which contains multidimensional Smolyak sparse grids based on a 1D tanh-sinh rule;
You can go up one level to the FORTRAN90 source codes.