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.


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.