sparse_grid_hw_test

sparse_grid_hw_test, a Fortran77 code which calls sparse_grid_hw(), which computes sparse grids for multidimensional integration, based on 1D rules for the unit interval with unit weight function, or for the real line with the Gauss-Hermite weight function. The original code is by Florian Heiss and Viktor Winschel.

Licensing:

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

Related Data and Programs:

sparse_grid_hw, a Fortran77 code which computes sparse grids for multidimensional integration, based on 1D rules for the unit interval with unit weight function, or for the real line with the Gauss-Hermite weight function. The original code is by Florian Heiss and Viktor Winschel.

Source Code:

• sparse_grid_hw_test.f, a sample calling program.
• sparse_grid_hw_test.sh, BASH commands to compile and run the sample program.
• sparse_grid_hw_test.txt, the output file.