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 MIT license

Related Data and Programs:

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

Source Code:

• sparse_grid_cc_test.m, calls all the tests.
• sparse_grid_cc_test.sh, runs all the tests.
• sparse_grid_cc_test.txt, the output file.

• sparse_grid_cc_test01.m, tests SPARSE_GRID_CFN_SIZE.
• sparse_grid_cc_test015.m, tests SPARSE_GRID_CCS_SIZE.
• sparse_grid_cc_test02.m, tests SPARSE_GRID_CC_INDEX.
• sparse_grid_cc_test03.m, tests SPARSE_GRID_CC.
• sparse_grid_cc_test04.m, tests computes the weights and sums them.
• sparse_grid_cc_test05.m, tests tests a CC sparse grid rule for exactness on monomials.
• sparse_grid_cc_test06.m, writes a CC sparse grid rule to three files.
• cc_d2_level3_r.txt, the "R" data for a sparse CC quadrature rule.
• cc_d2_level3_w.txt, the "W" data for a sparse CC quadrature rule.
• cc_d2_level3_x.txt, the "X" data for a sparse CC quadrature rule.