sparse_grid_hw_test, a Fortran90 code which calls sparse_grid_hw(), which can compute sparse grids for multidimensional integration, based on 1D rules for the unit interval with unit weight function, or for the real line with the Gauss-Hermite weight function. The original MATLAB code is by Florian Heiss and Viktor Winschel.
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sparse_grid_hw, a Fortran90 code which creates sparse grids based on Gauss-legendre, Gauss-Hermite, Gauss-Patterson, or a nested variation of Gauss-Hermite rules, by Florian Heiss and Viktor Winschel.