sparse_grid_cc_test


sparse_grid_cc_test, a MATLAB 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.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

sparse_grid_cc, a MATLAB code which creates sparse grids based on Clenshaw-Curtis rules.

Source Code:


Last revised on 19 March 2019.