sparse_grid_composite_test, a MATLAB code which calls sparse_grid_composite(), which computes the points and weights of a Smolyak sparse grid, based on a 1-dimensional composite quadrature rule.


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

Related Data and Programs:

sparse_grid_composite, a MATLAB code which creates sparse grids based on 1D composite rules (currently only of order 1).

Source Code:

Last revised on 21 March 2019.