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.


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_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:

Last revised on 20 March 2019.