sparse_count
sparse_count,
a Fortran90 code which
contains routines for the analysis and construction of sparse grids
in which a fixed family of 1D quadrature rules is used for all spatial
dimensions.
Licensing:
The information on this web page is distributed under the MIT license.
Languages:
sparse_count is available in
a C++ version and
a Fortran90 version and
a MATLAB version and
an Octave version.
Related Data and Programs:
sparse_count_test
Reference:
-
Volker Barthelmann, Erich Novak, Klaus Ritter,
High Dimensional Polynomial Interpolation on Sparse Grids,
Advances in Computational Mathematics,
Volume 12, Number 4, 2000, pages 273-288.
-
Thomas Gerstner, Michael Griebel,
Numerical Integration Using Sparse Grids,
Numerical Algorithms,
Volume 18, Number 3-4, 1998, pages 209-232.
-
Albert Nijenhuis, Herbert Wilf,
Combinatorial Algorithms for Computers and Calculators,
Second Edition,
Academic Press, 1978,
ISBN: 0-12-519260-6,
LC: QA164.N54.
-
Fabio Nobile, Raul Tempone, Clayton Webster,
A Sparse Grid Stochastic Collocation Method for Partial Differential
Equations with Random Input Data,
SIAM Journal on Numerical Analysis,
Volume 46, Number 5, 2008, pages 2309-2345.
-
Sergey Smolyak,
Quadrature and Interpolation Formulas for Tensor Products of
Certain Classes of Functions,
Doklady Akademii Nauk SSSR,
Volume 4, 1963, pages 240-243.
-
Dennis Stanton, Dennis White,
Constructive Combinatorics,
Springer, 1986,
ISBN: 0387963472,
LC: QA164.S79.
Source Code:
Last revised on 17 September 2024