sandia_sparse_test, a C++ 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.
The code described and made available on this web page is distributed under the GNU LGPL license.
sandia_sparse, a C++ library which generates Gauss quadrature rules of various orders and types.
SGMGA, a C++ library which computes the points and weights of a Smolyak sparse grid, based on a variety of 1-dimensional quadrature rules.