sgmga_test, a C++ code which calls sgmga(), which implements a family of sparse grid rules. These rules are "mixed", in that a different 1D quadrature rule can be specified for each dimension. Moreover, each 1D quadrature rule comes in a family of increasing size whose growth rate (typically linear or exponential) is chosen by the user. Finally, the user may also specify different weights for each dimension, resulting in anisotropic rules.
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sgmga, a C++ code which implements a family of sparse grid rules. These rules are "mixed", in that a different 1D quadrature rule can be specified for each dimension. Moreover, each 1D quadrature rule comes in a family of increasing size whose growth rate (typically linear or exponential) is chosen by the user. Finally, the user may also specify different weights for each dimension, resulting in anisotropic rules.
SGMGA_ANISO_NORMALIZE_test tests SGMGA_ANISO_BALANCE, SGMGA_ANISO_NORMALIZE and SGMGA_IMPORTANCE_TO_ANISO.
SGMGA_INDEX_test tests SGMGA_INDEX.
SGMGA_POINT_test tests SGMGA_POINT.
SGMGA_PRODUCT_WEIGHT_test tests SGMGA_PRODUCT_WEIGHT.
SGMGA_SIZE_test tests SGMGA_SIZE and SGMGA_SIZE_TOTAL.
SGMGA_SIZE_TABLE tabulates the point counts from SGMGA_SIZE for an isotropic rule over a range of dimensions and levels.
SGMGA_UNIQUE_INDEX_test tests SGMGA_UNIQUE_INDEX.
SGMGA_VCN_test tests SGMGA_VCN and SGMGA_VCN_ORDERED.
SGMGA_VCN_COEF_test tests SGMGA_VCN_COEF.
SGMGA_WEIGHT_test tests SGMGA_WEIGHT.
SGMGA_WRITE_test tests SGMGA_WRITE.