SPARSE_GRID_CCE
Clenshaw Curtis Exponential Growth Sparse Grids


SPARSE_GRID_CCE is a dataset directory which contains examples of multidimensional sparse grid quadrature rules based on Clenshaw Curtis Exponential growth rule.

A quadrature rule is a set of n points x and associated weights w so that the integral of a function f(x) over some particular region can be approximated by:

Integral f(x) dx = Sum ( 1 <= i <= n ) w(i) * f(x(i))

For this directory, a quadrature rule is stored as three files, containing the weights, the points, and a file containing two points defining the corners of the rectangular region. The dimension of the region is deduced implicitly from the dimension of the points.

Licensing:

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

Related Data and Programs:

SPARSE_GRID_CCL, a dataset directory which contains M-dimensional Smolyak sparse grids based on the 1D Clenshaw Curtis Linear (CCL) growth rule;

SPARSE_GRID_CCS, a dataset library which contains sparse grids based on Clenshaw-Curtis Slow-exponential (CCS) growth rules.

Sample Files:

CCE grids in 1D:

CCE grids in 2D:

CCE grids in 3D:

CCE grids in 4D:

CCE grids in 5D:

CCE grids in 6D:

CCE grids in 10D:

CCE grids in 20D:

CCE grids in 100D:

You can go up one level to the DATASETS page.


Last revised on 24 April 2014.