>> ccii_sparse_test

CCII_SPARSE_TEST:
  CCII sparse grid:
  Boyd quadrature to approximate
    1/(2pi)^(d/2) integral ( -oo < x < +oo ) f(x) exp(-x^2/2) dx
  Exact integral is 15

   D  Level   Nodes    SG error    MC error

   5      1       1           1      5.0218
   5      2      11     0.99108      1.6276
   5      3      71     0.94921     0.80687
   5      4     351     0.86586      0.3563
   5      5    1471     0.73622     0.18204
   5      6    5503     0.56881    0.091925
   5      7   18943     0.39298      0.0502
   5      8   61183     0.24236    0.027482
   5      9  187903     0.12919    0.015282
   5     10  553983    0.057796   0.0090971
>>