A Python Sparse Grid Package

SPARSE_GRID is a Python library useful for sparse grid calculations, by Jochen Garcke.


SPARSE_GRID is available in a Python version.

Related Data and Programs:

SMOLPACK, a C library which estimates the integral of a function over a M-dimensional hypercube using a sparse grid, by Knut Petras;

SPARSE_GRID_CC, a MATLAB library which creates sparse grids based on Clenshaw-Curtis rules.

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.

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;

SPQUAD, a MATLAB library which computes the points and weights of a sparse grid quadrature rule for a multidimensional integral, based on the Clenshaw-Curtis quadrature rule, by Greg von Winckel.


Jochen Garcke


  1. Jochen Garcke,
    Sparse Grid Tutorial.
  2. Sergey Smolyak,
    Quadrature and Interpolation Formulas for Tensor Products of Certain Classes of Functions,
    Doklady Akademii Nauk SSSR,
    Volume 4, 1963, pages 240-243.

Source Code:

Examples and Tests:

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

Last revised on 09 March 2013.