sandia_sparse_test

sandia_sparse_test, a MATLAB code which calls sandia_sparse(), which computes the points and weights of a Smolyak sparse grid, based on a variety of 1-dimensional quadrature rules.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

sandia_sparse, a MATLAB code which computes the points and weights of a Smolyak sparse grid, based on a variety of 1-dimensional quadrature rules.

Source Code:

• sandia_sparse_test.m, a sample calling program.
• sandia_sparse_test.sh, runs all the tests.
• sandia_sparse_test.txt, the output file.

• levels_index_size_test.m, tests LEVELS_INDEX_SIZE.
• levels_index_test.m, tests LEVELS_INDEX.
• sparse_grid_compute_test.m, tests SPARSE_GRID_COMPUTE by having it compute a sparse grid.
• sparse_grid_weight_test.m, tests SPARSE_GRID_COMPUTE by having it compute a sparse grid, and then adding up the quadrature weights.
• sparse_grid_monomial_test.m, tests SPARSE_GRID_COMPUTE by having it compute a sparse grid, and using it to estimate the integrals of monomials.
• timestamp.m prints the current YMDHMS date as a time stamp.