truncated_normal_sparse_grid_test


truncated_normal_sparse_grid_test, a MATLAB code which calls truncated_normal_sparse_grid(), which computes a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

truncated_normal_sparse_grid, a MATLAB code which computes a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Source Code:

TNO_SPARSE_GRID_WRITE_TEST creates pairs of X and W files.


Last revised on 11 April 2019.