r8lib

toms1040_manual_test, a MATLAB code which tests the examples in the toms1040 user manual.

The original version of this code requires access to the MATLAB Machine Learning Toolbox, because it calls functions ksdensity() and mvnpdf(). The version posted here has these sections of code commented out, so that the remainder of the calculations can be carried out.

Related Programs:

toms1040_manual, a PDF document which is the user manual accompanying ACM TOMS algorithm 1040, "The Sparse Grids Matlab Kit user manual", by Chiara Piazzolo, Lorenzo Tamellini.

Reference:

• Chiara Piazzola, Lorenzo Tamellini,
  Algorithm 1040: The Sparse Grids Matlab Kit - a Matlab implementationn of sparse grids for high-dimensional function approximation and uncertainty quantification,
  ACM Transactions on Mathematical Software,
  Volume 50, Number 1, Article 7, March 2024.

Source code:

• toms1040_manual_test.m, calls all the tests.
• toms1040_manual_test.sh, runs all the tests.
• toms1040_manual_test.txt, the output file.

• PDE_solver.m
• QoI
• section_3.m
• section_4.m
• section_5_forwardUQ.m
• section_5_inverseUQ.m