sparse_grid_hw_test, a C++ code which calls sparse_grid_hw(), 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 computer code and data files described and made available on this web page are distributed under the MIT license

Related Data and Programs:

sparse_grid_hw, a C++ code which creates sparse grids based on Gauss-legendre, Gauss-Hermite, Gauss-Patterson, or a nested variation of Gauss-Hermite rules, by Florian Heiss and Viktor Winschel.

Source Code:

Last revised on 15 April 2020.