SPARSE_GRID_HERMITE_DATASET is a MATLAB program which creates a Gauss-Hermite sparse grid dataset.
sparse_grid_hermite_dataset ( dim_num, level_max )where
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SPARSE_GRID_HERMITE_DATASET is available in a C++ version and a FORTRAN90 version and a MATLAB version.
CC_DISPLAY, a MATLAB library which can compute and display Clenshaw Curtis grids in two dimensions, as well as sparse grids formed from sums of Clenshaw Curtis grids.
GRID_DISPLAY, a MATLAB library which can display a 2D or 3D grid or sparse grid.
QUADRATURE_RULES, a dataset directory which defines quadrature rules; a number of examples of sparse grid quadrature rules are included.
QUADRULE, a MATLAB library which defines quadrature rules for various intervals and weight functions.
SGMGA, a MATLAB 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, a dataset directory which contains the abscissas of sparse grids based on a Clenshaw Curtis rule.
SPARSE_GRID_CC_DATASET, a MATLAB program which creates a sparse grid dataset based on Clenshaw-Curtis rules.
SPARSE_GRID_F2, a dataset directory which contains the abscissas of sparse grids based on a Fejer Type 2 rule.
SPARSE_GRID_GL_DATASET, a MATLAB program which creates a sparse grid dataset based on Gauss-Legendre rules.
SPARSE_GRID_GP, a dataset directory which contains the abscissas of sparse grids based on a Gauss Patterson rule.
SPARSE_GRID_HERMITE, a MATLAB library which can create a Gauss-Hermite sparse grid.
SPARSE_GRID_HERMITE, a dataset directory which contains Gauss-Hermite sparse grids.
SPARSE_GRID_HW, a MATLAB 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_MIXED_DATASET, a MATLAB program which creates a sparse grid dataset based on a mixture of 1D rules.
SPARSE_GRID_NCC, a dataset directory of files which contain the abscissas of sparse grids based on a Newton Cotes closed rule.
SPARSE_GRID_NCO, a dataset directory of files which contain the abscissas of sparse grids based on a Newton Cotes open rule.
SPARSE_GRID_OPEN_DATASET, a MATLAB 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_hermite_dataset 2 3
You can go up one level to the MATLAB source codes.