spquad_test

spquad_test, an Octave code which calls spquad(), which computes a sparse grid quadrature rule to estimate a multidimensional integral. The quadrature rules created by the program are based on the Clenshaw-Curtis rule.

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Related Data and Programs:

spquad, an Octave code which computes the points and weights of a sparse grid quadrature rule for an M-dimensional integral, based on the Clenshaw-Curtis quadrature rule, by Greg von Winckel.

Source Code:

• spquad_test.m calls all the tests.
• spquad_test.sh runs all the tests.
• spquad_test.txt the output file;

• spquad_test01.m compares the sparse grid estimate to a Monte Carlo estimate.
• spquad_test02.m prints the size (number of points) for sparse grid rules of a variety of spatial dimensions and levels.
• fu_integral.m evaluates the exact integral of a test function over [0,1]^D.
• fu_value.m is a test function over [0,1]^D.
• timestamp.m prints the YMDHMS date as a timestamp.