sparse_grid_hermite_test, a C++ code which calls sparse_grid_hermite(), which constructs sparse grids based on 1D Gauss-Hermite rules.


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sparse_grid_hermite, a C++ code which creates sparse grids based on Gauss-Hermite rules.

Source Code:

The sample program creates three files, which are an example of how a sparse grid quadrature rule for spatial dimension 2 and level 3 can be defined using a Hermite quadrature rule:

Last revised on 15 April 2020.