sparse_grid_laguerre_test

sparse_grid_laguerre_test, a MATLAB code which calls sparse_grid_laguerre(), which constructs sparse grids based on 1D Gauss-Laguerre rules.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

sparse_grid_laguerre, a MATLAB code which creates sparse grids based on Gauss-Laguerre rules.

Source Code:

• sparse_grid_laguerre_test.m, calls all the tests.
• sparse_grid_laguerre_test.sh, runs all the tests.
• sparse_grid_laguerre_test.txt, the output file.

• sparse_grid_laguerre_test01.m, tests SPARSE_GRID_LAGUERRE_SIZE.
• sparse_grid_laguerre_test02.m, tests SPARSE_GRID_LAGUERRE_INDEX.
• sparse_grid_laguerre_test03.m, tests SPARSE_GRID_LAGUERRE.
• sparse_grid_laguerre_test04.m, tests computes the weights and sums them.
• sparse_grid_laguerre_test05.m, tests a Gauss-Laguerre sparse grid rule for exactness on monomials.
• sparse_grid_laguerre_test06.m, writes a Gauss-Laguerre sparse grid rule to three files.

The test program creates some data files:

• lg_d2_level3_r.txt, the "R" file for a sparse grid quadrature rule for spatial dimension 2 and level 3.
• lg_d2_level3_w.txt, the "W" file for a sparse grid quadrature rule for spatial dimension 2 and level 3.
• lg_d2_level3_x.txt, the "X" file for a sparse grid quadrature rule for spatial dimension 2 and level 3.