SANDIA_SGMGG
Sparse Grid Mixed Growth, Generalized Construction


SANDIA_SGMGG is a C++ library which contains some experimental code for the investigation of sparse grids constructed in a generalized fashion, in which the set of indices corresponding to a sparse grid is chosen in a generalized way, rather than being defined by a linear constraint.

Licensing:

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

Languages:

SANDIA_SGMGG is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

SANDIA_RULES, a C++ library which produces 1D quadrature rules of Chebyshev, Clenshaw Curtis, Fejer 2, Gegenbauer, generalized Hermite, generalized Laguerre, Hermite, Jacobi, Laguerre, Legendre and Patterson types.

SGMGA, a C++ library which creates sparse grids based on a mixture of 1D quadrature rules, allowing anisotropic weights for each dimension.

Reference:

  1. Thomas Gerstner, Michael Griebel,
    Dimension-adaptive tensor-product quadrature,
    Computing,
    Volume 71, Number 1, August 2003, pages 65-87.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C++ source codes.


Last revised on 14 January 2011.