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.


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.