spinterp_test, a MATLAB code which calls spinterp(), which is a powerful MATLAB code which uses sparse grids to carry out optimization, interpolation, and quadrature in higher dimensional spaces.
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spinterp, a MATLAB code which carries out piecewise multilinear hierarchical sparse grid interpolation; an earlier version of this software is ACM TOMS Algorithm 847, by Andreas Klimke;
DISPLAY_GRID_TYPES shows examples in 2 dimensions of the level 0, 1 and 2 versions of the grid types available in SPINTERP, namely Chebyshev, Clenshaw-Curtis (not what you think!), Gauss-Patterson, Maximum, and NoBoundary.
SINCOS seeks an interpolant of z(x,y)=sin(x)+cos(y).
TEST_ONE demonstrates how SPINTERP can be used to compute and evaluate an interpolant to a function of a multidimensional argument.
TEST_TWO demonstrates how SPINTERP can be used to estimate the integral of function of a multidimensional argument.
TEST_THREE demonstrates how SPINTERP can be used to optimize (in this case, minimize) a function of a multidimensional argument.
TIMING estimates the amount of time required to set up a sparse grid for dimensions 1 through 20, and levels 0 through 5.