sparse_grid_hw_test

sparse_grid_hw_test, a MATLAB code which calls sparse_grid_hw(), which computes sparse grids for multidimensional integration, based on 1D rules for the unit interval with unit weight function, or for the real line with the Gauss-Hermite weight function.

Licensing:

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

Related Data and Programs:

sparse_grid_hw, a MATLAB code which creates sparse grids based on Gauss-legendre, Gauss-Hermite, Gauss-Patterson, or a nested variation of Gauss-Hermite rules, by Florian Heiss and Viktor Winschel.

Source Code:

• sparse_grid_hw_test.m calls all the tests.
• sparse_grid_hw_test.sh runs all the tests.
• sparse_grid_hw_test.txt the output file;

• cce_sparse_test.m uses CCE_ORDER + CCE to build a sparse grid.
• cce_test.m uses CCE_ORDER + CC for 1D quadrature.
• ccl_sparse_test.m uses CCL_ORDER + CCL to build a sparse grid.
• ccl_test.m uses CCL_ORDER + CC for 1D quadrature.
• ccs_sparse_test.m uses CCS_ORDER + CCS to build a sparse grid.
• ccs_test.m uses CCS_ORDER + CC for 1D quadrature.
• fu_integral.m returns the exact value of a test function integral.
• get_seq_test.m tests GET_SEQ.
• gqn_sparse_test.m uses the GQN function to build a sparse grid.
• gqn2_sparse_test.m uses the GQN function with the GQN2_ORDER to build a sparse grid.
• gqn_test.m uses the GQN function for 1D quadrature.
• gqu_sparse_test.m uses the GQU function to build a sparse grid.
• gqu_test.m uses the GQU function for 1D quadrature.
• hermite_integral.m returns the exact value of the Hermite integral of the test function.
• hermite_integrand.m evaluates an integrand for the Hermite integral.
• kpn_sparse_test.m uses the KPN function to build a sparse grid.
• kpn_test.m uses the KPN function for 1D quadrature.
• kpu_sparse_test.m uses the KPU function to build a sparse grid.
• kpu_test.m uses the KPU function for 1D quadrature.
• laguerre_integral.m returns the exact value of the Laguerre integral of the test function.
• laguerre_integrand.m evalutes an integrand for the Laguerre integral.
• legendre_integral.m returns the exact value of a Legendre integral.
• legendre_integrand.m evaluates an integand for the Legendre integral.
• nwspgr_size_test.m tests NWSPGR_SIZE.
• nwspgr_test.m tests NWSPGR.
• order_report.m reports on the precision and order of all rules.
• symmetric_sparse_size_test.m tests SYMMETRIC_SPARSE_SIZE_TEST.
• tensor_product_test.m tests TENSOR_PRODUCT_TEST.