spinterp_test, MATLAB codes which call spinterp(), which is a powerful MATLAB code which uses sparse grids to carry out optimization, interpolation, and quadrature in higher dimensional spaces.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
spinterp_test is available in a MATLAB version.
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;
TEST_INTERP_ND, a MATLAB code which defines test problems for interpolation of data z(x), depending on an M-dimensional argument.
TOMS847, a MATLAB code which carries out piecewise multilinear hierarchical sparse grid interpolation; this library is commonly called SPINTERP (version 2.1); this 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.