sparse_grid_hermite_test


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

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

Source Code:

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:


Last revised on 20 March 2019.