SPINTERP_EXAMPLES
Sparse Interpolation Examples Using SPINTERP


SPINTERP_EXAMPLES is a MATLAB library which provides a few examples of the use of SPINTERP.

SPINTERP is a powerful MATLAB library which uses sparse grids to carry out optimization, interpolation, and quadrature in higher dimensional spaces.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

SPINTERP_EXAMPLES is available in a MATLAB version.

Related Data and Programs:

SPINTERP, a MATLAB library which carries out piecewise multilinear hierarchical sparse grid interpolation; an earlier version of this software is ACM TOMS Algorithm 847, by Andreas Klimke;

TEST_INTERP_ND, a MATLAB library which defines test problems for interpolation of data z(x), depending on an M-dimensional argument.

TOMS847, a MATLAB library which carries out piecewise multilinear hierarchical sparse grid interpolation; this library is commonly called SPINTERP (version 2.1); this is ACM TOMS Algorithm 847, by Andreas Klimke;

Reference:

  1. Andreas Klimke, Barbara Wohlmuth,
    Algorithm 847: SPINTERP: Piecewise Multilinear Hierarchical Sparse Grid Interpolation in MATLAB,
    ACM Transactions on Mathematical Software,
    Volume 31, Number 4, December 2005, pages 561-579.
  2. Andreas Klimke,
    SPINTERP V2.1: Piecewise multilinear hierarchical sparse grid interpolation in MATLAB: Documentation.
  3. Andreas Klimke,
    SPINTERP V2.1: Examples: Reference Results.

Source Code:

Examples and Tests:

DISPLAY_GRID_TYPES shows examples in 2 dimensions of the level 0, 1 and 2 versions of the grid types available in SPINTERP, namely Chebyshev, Clenshaw-Curtis (not what you think!), Gauss-Patterson, Maximum, and NoBoundary.

SINCOS seeks an interpolant of z(x,y)=sin(x)+cos(y).

TEST_ONE demonstrates how SPINTERP can be used to compute and evaluate an interpolant to a function of a multidimensional argument.

TEST_TWO demonstrates how SPINTERP can be used to estimate the integral of function of a multidimensional argument.

TEST_THREE demonstrates how SPINTERP can be used to optimize (in this case, minimize) a function of a multidimensional argument.

TIMING estimates the amount of time required to set up a sparse grid for dimensions 1 through 20, and levels 0 through 5.

You can go up one level to the MATLAB source codes.


Last revised on 24 January 2014.