sparse_grid_hw


sparse_grid_hw, a C++ code which computes sparse grids for multidimensional integration, based on 1D rules for the unit interval with unit weight function, or for the real line with the Gauss-Hermite weight function, by Florian Heiss and Viktor Winschel.

The original version of this software, and other information, is available at https://sparse-grids.de .

Four built-in 1D families of quadrature rules are supplied, and the user can extend the package by supplying any family of 1D quadrature rules.

The built-in families are identified by a 3-letter key which is also the name of the function that returns members of the family:

The user can build new sparse grids by supplying a 1D quadrature family. Examples provided include:

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

sparse_grid_hw is available in a C version and a C++ version and a Fortran90 version and a MATLAB version

Related Data and Programs:

sparse_grid_hw_test

quad_rule, a C++ code which defines quadrature rules for various intervals and weight functions.

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

sparse_grid_gl, a C++ code which creates sparse grids based on Gauss-legendre rules.

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

sparse_grid_laguerre, a C++ code which creates sparse grids based on Gauss-Laguerre rules.

Author:

Original MATLAB code by Florian Heiss and Viktor Winschel. This version by John Burkardt.

Reference:

Source Code:


Last revised on 15 April 2020.