sparse_grid_cc_test, a Fortran77 code which calls sparse_grid_cc(), which computes the points and weights of a Smolyak sparse grid, based on a 1-dimensional Clenshaw-Curtis quadrature rule, to be used for efficient and accurate quadrature in multiple dimensions.
The computer code and data files described and made available on this web page are distributed under the MIT license.
sparse_grid_cc, a Fortran77 code which can be used to compute the points and weights of a Smolyak sparse grid, based on a 1-dimensional Clenshaw-Curtis quadrature rule, to be used for efficient and accurate quadrature in multiple dimensions.