sparse_grid_hermite_test

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

Licensing:

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

Related Data and Programs:

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

Source Code:

• sparse_grid_hermite_test.cpp, calls all the tests.
• sparse_grid_hermite_test.sh, runs all the tests.
• sparse_grid_hermite_test.txt, the output file.

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:

• gh_d2_level3_r.txt, the "R" or "region" file.
• gh_d2_level3_w.txt, the "W" or "weight" file.
• gh_d2_level3_x.txt, the "X" or "abscissa" file.