sparse_grid_cc_test

sparse_grid_cc_test, a C++ code which calls sparse_grid_cc(), which can be used to compute the points and weights of a Smolyak sparse grid, based on a 1-dimensional Clenshaw-Curtis quadrature rule, to be used for efficient and accurate quadrature in multiple dimensions.

Licensing:

The code described and made available on this web page is distributed under the GNU LGPL license.

Related Data and Programs:

sparse_grid_cc, a C++ code which creates sparse grids based on Clenshaw-Curtis rules.

Source Code:

• sparse_grid_cc_test.cpp, a sample calling program.
• sparse_grid_cc_test.sh, runs all the tests.
• sparse_grid_cc_test.txt, the output file.

• cc_d2_level3_r.txt, the "R" data for a sparse quadrature rule.
• cc_d2_level3_w.txt, the "W" data for a sparse quadrature rule.
• cc_d2_level3_x.txt, the "X" data for a sparse quadrature rule.