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.


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Related Data and Programs:

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.

Source Code:

Last revised on 19 March 2019.