29 July 2010 09:28:05 AM SGMGA_WEIGHT_PRB C version Test the SGMGA_WEIGHT function. SGMGA_WEIGHT_TESTS Call SGMGA_WEIGHT_TEST with various arguments. All tests will use a point equality tolerance of 1.490116e-08 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 1.000000 LEVEL_WEIGHT: 1.000000 1.000000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 1 Exponential As a simple test, sum these weights. They should sum to exactly 4.000000 Level Weight sum Expected sum Difference 0 4.000000 4.000000 0.000000e+00 1 4.000000 4.000000 0.000000e+00 2 4.000000 4.000000 0.000000e+00 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 1 Exponential As a simple test, sum these weights. They should sum to exactly 4.000000 Level Weight sum Expected sum Difference 0 4.000000 4.000000 0.000000e+00 1 4.000000 4.000000 0.000000e+00 2 4.000000 4.000000 0.000000e+00 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 1.000000 1.000000 LEVEL_WEIGHT: 1.000000 1.000000 1.000000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 1 Exponential 2 1 Exponential As a simple test, sum these weights. They should sum to exactly 8.000000 Level Weight sum Expected sum Difference 0 8.000000 8.000000 0.000000e+00 1 8.000000 8.000000 0.000000e+00 2 8.000000 8.000000 4.440892e-15 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 3.000000 LEVEL_WEIGHT: 1.000000 0.500000 0.333333 Dimension Rule Growth rate Parameters 0 1 Exponential 1 1 Exponential 2 1 Exponential As a simple test, sum these weights. They should sum to exactly 8.000000 Level Weight sum Expected sum Difference 0 8.000000 8.000000 0.000000e+00 1 8.000000 8.000000 0.000000e+00 2 8.000000 8.000000 0.000000e+00 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 3 Exponential As a simple test, sum these weights. They should sum to exactly 4.000000 Level Weight sum Expected sum Difference 0 4.000000 4.000000 0.000000e+00 1 4.000000 4.000000 0.000000e+00 2 4.000000 4.000000 0.000000e+00 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 4 Linear As a simple test, sum these weights. They should sum to exactly 4.000000 Level Weight sum Expected sum Difference 0 4.000000 4.000000 0.000000e+00 1 4.000000 4.000000 8.881784e-16 2 4.000000 4.000000 8.881784e-16 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 7 Linear As a simple test, sum these weights. They should sum to exactly 2.000000 Level Weight sum Expected sum Difference 0 2.000000 2.000000 0.000000e+00 1 2.000000 2.000000 1.332268e-15 2 2.000000 2.000000 1.776357e-15 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 8 Linear 1.500000 As a simple test, sum these weights. They should sum to exactly 2.658681 Level Weight sum Expected sum Difference 0 2.658681 2.658681 0.000000e+00 1 2.658681 2.658681 1.332268e-15 2 2.658681 2.658681 8.881784e-16 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 2 Exponential 1 9 Linear 0.500000 1.500000 As a simple test, sum these weights. They should sum to exactly 3.141593 Level Weight sum Expected sum Difference 0 3.141593 3.141593 1.332268e-15 1 3.141593 3.141593 1.332268e-15 2 3.141593 3.141593 4.440892e-16 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 6 Linear 2.000000 1 4 Linear As a simple test, sum these weights. They should sum to exactly 1.772454 Level Weight sum Expected sum Difference 0 1.772454 1.772454 0.000000e+00 1 1.772454 1.772454 4.440892e-16 2 1.772454 1.772454 0.000000e+00 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 LEVEL_WEIGHT: 1.000000 0.500000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 1 Exponential As a simple test, sum these weights. They should sum to exactly 4.000000 Level Weight sum Expected sum Difference 0 4.000000 4.000000 0.000000e+00 1 4.000000 4.000000 0.000000e+00 2 4.000000 4.000000 0.000000e+00 3 4.000000 4.000000 0.000000e+00 4 4.000000 4.000000 0.000000e+00 5 4.000000 4.000000 8.881784e-16 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 3.000000 LEVEL_WEIGHT: 1.000000 0.500000 0.333333 Dimension Rule Growth rate Parameters 0 1 Exponential 1 4 Linear 2 5 Linear As a simple test, sum these weights. They should sum to exactly 7.089815 Level Weight sum Expected sum Difference 0 7.089815 7.089815 2.206324e-11 1 7.089815 7.089815 2.206146e-11 2 7.089815 7.089815 2.206146e-11 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 2.000000 3.000000 LEVEL_WEIGHT: 1.000000 0.500000 0.333333 Dimension Rule Growth rate Parameters 0 1 Exponential 1 10 Linear 2 10 Linear Because this rule includes Golub-Welsch components, we do not try to compute the exact weight sum. Level Weight sum Expected sum Difference 0 7.089815 0.000000 7.089815e+00 1 7.089815 0.000000 7.089815e+00 2 7.089815 0.000000 7.089815e+00 SGMGA_WEIGHT_TEST Compute the weights of a sparse grid. Each sparse grid is of spatial dimension DIM_NUM, and is made up of product grids of levels up to LEVEL_MAX. IMPORTANCE: 1.000000 0.000000 1.000000 LEVEL_WEIGHT: 1.000000 0.000000 1.000000 Dimension Rule Growth rate Parameters 0 1 Exponential 1 1 Exponential 2 1 Exponential As a simple test, sum these weights. They should sum to exactly 8.000000 Level Weight sum Expected sum Difference 0 8.000000 8.000000 0.000000e+00 1 8.000000 8.000000 0.000000e+00 2 8.000000 8.000000 0.000000e+00 3 8.000000 8.000000 1.776357e-15 SGMGA_WEIGHT_PRB Normal end of execution. 29 July 2010 09:28:05 AM