**toms847_test**,
a MATLAB program which
calls toms847() to determine points defining a sparse grid in a multidimensional
space, and given specific values at those points, construct
an interpolating function that can be evaluated anywhere.

MULTILINEAR SPARSE GRID INTERPOLATION IN MATLAB

Copyright (c) 2003-2005,

Andreas Klimke,

Universitaet Stuttgart.

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

toms847, a MATLAB library which carries out piecewise multilinear hierarchical sparse grid interpolation; this library is commonly called SPINTERP (version 2.1); this is a version of ACM TOMS Algorithm 847, by Andreas Klimke;

- toms847_test.m, calls all the tests.
- toms847_test.sh, runs all the tests.
- toms847_test.txt, the output file.

- cmpgrids.m compares the three sparse grid types available in SPINTERP.
- cmpgrids.png a PNG image of the plot created by the test program.
- spcompare.m tests the multilinear sparse grid routines using Genz's six test functions, and all three sparse grid types.
- spcompare.txt output from a run of the test program.
- spcompare.png a PNG image of the plot created by the test program.
- spdemo.m uses the Clenshaw Curtis grid and vectorized processing of the model function to demonstrate multilinear sparse grid interpolation.
- spdemo.txt output from a run of the test program.
- spdemo.png a PNG image of the plot created by the test program.
- spdemovarout.m uses the Maximum-norm grid and nonvectorized processing of the model function, and multiple output parameters.
- spdemovarout.txt output from a run of the test program.
- spdemovarout.png a PNG image of the plot created by the test program.
- testfunctions.m Genz's six test functions, typically used for testing multidimensional quadrature routines.
- timespinterp.m plots the time taken to compute 1000 interpolated points using SPINTERP, with a Clenshaw Curtis grid. Use MATLAB's JIT compiler for best performance.
- timespinterp.txt output from a run of the test program.
- timespinterp.png a PNG image of the plot created by the test program.
- timespvals.m measures the performance of SPINTERP by timing the computation of the hierarchical surpluses, with a Clenshaw Curtis grid. Use MATLAB's JIT compiler for best performance.
- timespvals.txt output from a run of the test program.
- timespvals.png a PNG image of the plot created by the test program.