sparse_grid_cc_test, a Fortran90 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.
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sparse_grid_cc, a Fortran90 code 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.