**sparse_grid_hermite_test**,
a MATLAB code which
calls sparse_grid_hermite(), which
constructs sparse grids based on 1D Gauss-Hermite rules.

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

sparse_grid_hermite, a MATLAB code which creates sparse grids based on Gauss-Hermite rules.

- sparse_grid_hermite_test.m, calls all the tests.
- sparse_grid_hermite_test.sh, runs all the tests.
- sparse_grid_hermite_test.txt, the output file.

- sparse_grid_hermite_test01.m, tests SPARSE_GRID_HERM_SIZE.
- sparse_grid_hermite_test02.m, tests SPARSE_GRID_HERM_INDEX.
- sparse_grid_hermite_test03.m, tests SPARSE_GRID_HERM.
- sparse_grid_hermite_test04.m, tests computes the weights and sums them.
- sparse_grid_hermite_test05.m, tests a Gauss-Hermite sparse grid rule for exactness on monomials.
- sparse_grid_hermite_test06.m, writes a Gauss-Hermite sparse grid rule to three files.

The sample program creates three files, which are an example of how a sparse grid quadrature rule for spatial dimension 2 and level 3 can be defined using a Hermite quadrature rule:

- gh_d2_level3_r.txt, the "R" or "region" file.
- gh_d2_level3_w.txt, the "W" or "weight" file.
- gh_d2_level3_x.txt, the "X" or "abscissa" file.