sparse_grid_total_poly

sparse_grid_total_poly, an Octave code which investigates the limits of total polynomial approximation using sparse grids.

Licensing:

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

Languages:

sparse_grid_total_poly is available in a MATLAB version and an Octave version.

Related Data and Programs:

sparse_grid_total_poly_test

sparse_grid_cc, an Octave code which creates sparse grids based on Clenshaw-Curtis rules.

Reference:

1. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.

Source Code:

• ccc_nested_rule.m computes the nested Clenshaw Curtis Closed rule.
• ccc_rule.m computes a Clenshaw Curtis closed rule.
• cco_nested_rule.m computes the nested Clenshaw Curtis Open rule.
• cco_rule.m computes a Clenshaw Curtis open rule.
• ccoh_nested_rule.m computes the nested Clenshaw Curtis Open Half rule.
• ccoh_rule.m computes a Clenshaw Curtis Open Half rule.
• i4_log_2.m returns the integer part of the logarithm base 2 of |I|.
• lagrange_factor.m evaluates the polynomial Lagrange factor at a point.
• nc_compute.m computes a Newton-Cotes quadrature rule.
• ncc_nested_rule.m computes the nested Newton Cotes Closed rule.
• ncc_rule.m computes the Newton Cotes Closed rule.
• nco_nested_rule.m computes the nested Newton Cotes Open rule.
• nco_rule.m computes the Newton Cotes Open rule.
• ncoh_nested_rule.m computes the nested Newton Cotes Open Half rule.
• ncoh_rule.m Newton Cotes Open Half quadrature rule.
• ccc_rule.m
• vdc_numerator_sequence.m van der Corput numerator sequence base 2.
• vdc_sequence.m N elements of a van der Corput sequence base 2