**spquad_test**,
a MATLAB code which
calls spquad(), which
computes a sparse grid quadrature rule to estimate a multidimensional integral.
The quadrature rules created by the program are based on the Clenshaw-Curtis rule.

No licensing information was given with the text of the file at the Matlab Central File Exchange.

spquad, a MATLAB code which computes the points and weights of a sparse grid quadrature rule for an M-dimensional integral, based on the Clenshaw-Curtis quadrature rule, by Greg von Winckel.

- spquad_test.m calls all the tests.
- spquad_test.sh runs all the tests.
- spquad_test.txt the output file;

- spquad_test01.m compares the sparse grid estimate to a Monte Carlo estimate.
- spquad_test02.m prints the size (number of points) for sparse grid rules of a variety of spatial dimensions and levels.
- fu_integral.m evaluates the exact integral of a test function over [0,1]^D.
- fu_value.m is a test function over [0,1]^D.