SPARSE_GRID_OPEN_DATASET is a MATLAB program which computes a sparse quadrature rule for an arbitrary spatial dimension, associated with a particular "level" of the Smolyak construction, and based on an open 1D quadrature rule.
The program offers a choice of open 1D quadrature rules to be used:
sparse_grid_open_dataset ( dim_num, level_max, rule )where
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SPARSE_GRID_OPEN_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 contains files that define 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 files of 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 files of 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_MIXED_DATASET, a MATLAB program which creates a sparse grid dataset based on a mixture of 1D rules.
SPARSE_GRID_NCC, a dataset directory which contains files of the abscissas of sparse grids based on a Newton Cotes closed rule.
SPARSE_GRID_NCO, a dataset directory which contains files of the abscissas of sparse grids based on a Newton Cotes open rule.
SPARSE_GRID_OPEN, a MATLAB library which defines define sparse grids based on open nested quadrature rules.
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.
F2_D2_LEVEL2 is an example computation based on a Fejer type 2 rule in two dimensions and level 2.
GP_D2_LEVEL2 is an example computation based on a Gauss-Patterson rule in two dimensions and level 2.
NCO_D2_LEVEL2 is an example computation based on a Newton-Cotes Open rule in two dimensions and level 2.
TS_D2_LEVEL4 is an example computation based on a tanh-sinh rule in two dimensions and level 4.
You can go up one level to the MATLAB source codes.