SPARSE_GRID_GL_DATASET
Create Gauss-Legendre Sparse Grid Dataset
SPARSE_GRID_GL_DATASET
is a C++ program which
creates a Gauss-Legendre sparse grid dataset.
Usage:
sparse_grid_gl_dataset dim_num level_max
where
-
dim_num is the spatial dimension, typically between 2 and 10;
-
level_max is the sparse grid level, typically between 0 and 6,
which controls the number of points
in the grid. The 1D rules used will have order 2^(level_max)+1.
Licensing:
The code described and made available on this web page is distributed
under the
GNU LGPL license.
Languages:
SPARSE_GRID_GL_DATASET is available in
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
CC_DISPLAY,
a MATLAB library which
can compute and display Clenshaw Curtis grids in two dimensions,
as well as sparse grids formed from sums of Clenshaw Curtis grids.
QUADRATURE_RULES,
a dataset directory which
defines quadrature rules;
a number of examples of sparse grid quadrature rules are included.
QUADRULE,
a C++ library which
defines quadrature rules for
various intervals and weight functions.
SGMGA,
a C++ library which
creates sparse grids based on a mixture of 1D quadrature rules,
allowing anisotropic weights for each dimension.
SMOLPACK,
a C library which
implements Novak and Ritter's method for estimating the integral
of a function over a multidimensional hypercube using sparse grids.
SPARSE_GRID_CC,
a dataset directory which
contains the abscissas of sparse
grids based on a Clenshaw Curtis rule.
SPARSE_GRID_CC_DATASET,
a C++ program which
creates a sparse grid dataset based on Clenshaw-Curtis rules.
SPARSE_GRID_F2,
a dataset directory which
contains the abscissas of sparse
grids based on a Fejer Type 2 rule.
SPARSE_GRID_GL,
a C++ library which
can create a Gauss-Legendre sparse grid.
SPARSE_GRID_GL,
a dataset directory which
contains Gauss-Legendre sparse grids.
SPARSE_GRID_GP,
a dataset directory which
contains the abscissas of sparse
grids based on a Gauss Patterson rule.
SPARSE_GRID_HERMITE_DATASET,
a C++ program which
creates a sparse grid dataset based on Gauss-Hermite rules.
SPARSE_GRID_LAGUERRE_DATASET,
a C++ program which
creates a sparse grid dataset based on Gauss-Laguerrre rules.
SPARSE_GRID_MIXED_DATASET,
a C++ program which
creates a sparse grid dataset based on a mixture of 1D rules.
SPARSE_GRID_NCC,
a dataset directory which
contains the abscissas of sparse
grids based on a Newton Cotes closed rule.
SPARSE_GRID_NCO,
a dataset directory which
contains the abscissas of sparse
grids based on a Newton Cotes open rule.
SPARSE_GRID_OPEN_DATASET,
a C++ program which
creates a sparse grid dataset based on
open rules (Fejer 2, Gauss-Patterson, Newton-Cotes-Open).
TOMS847,
a MATLAB program which
uses sparse grids to carry out multilinear hierarchical interpolation.
It is commonly known as SPINTERP, and is by Andreas Klimke.
Reference:
-
Volker Barthelmann, Erich Novak, Klaus Ritter,
High Dimensional Polynomial Interpolation on Sparse Grids,
Advances in Computational Mathematics,
Volume 12, Number 4, 2000, pages 273-288.
-
Thomas Gerstner, Michael Griebel,
Numerical Integration Using Sparse Grids,
Numerical Algorithms,
Volume 18, Number 3-4, 1998, pages 209-232.
-
Albert Nijenhuis, Herbert Wilf,
Combinatorial Algorithms for Computers and Calculators,
Second Edition,
Academic Press, 1978,
ISBN: 0-12-519260-6,
LC: QA164.N54.
-
Fabio Nobile, Raul Tempone, Clayton Webster,
A Sparse Grid Stochastic Collocation Method for Partial Differential
Equations with Random Input Data,
SIAM Journal on Numerical Analysis,
Volume 46, Number 5, 2008, pages 2309-2345.
-
Sergey Smolyak,
Quadrature and Interpolation Formulas for Tensor Products of
Certain Classes of Functions,
Doklady Akademii Nauk SSSR,
Volume 4, 1963, pages 240-243.
-
Dennis Stanton, Dennis White,
Constructive Combinatorics,
Springer, 1986,
ISBN: 0387963472,
LC: QA164.S79.
Source Code:
Examples and Tests:
Here are the three quadrature files created by the command
sparse_grid_gl_dataset 2 3
List of Routines:
-
MAIN is the main program for SPARSE_GRID_GL_DATASET.
-
CHOOSE computes the binomial coefficient C(N,K).
-
COMP_NEXT computes the compositions of the integer N into K parts.
-
GL_ABSCISSA sets abscissas for multidimensional Gauss-Legendre quadrature.
-
GL_WEIGHTS returns weights for certain Gauss-Legendre quadrature rules.
-
I4_LOG_2 returns the integer part of the logarithm base 2 of an I4.
-
I4_MAX returns the maximum of two I4's.
-
I4_MIN returns the smaller of two I4's.
-
I4_MODP returns the nonnegative remainder of I4 division.
-
I4_POWER returns the value of I^J.
-
I4_TO_STRING converts an I4 to a C++ string.
-
I4VEC_PRODUCT multiplies the entries of an I4VEC.
-
INDEX_LEVEL_GL: determine first level at which given index is generated.
-
LEVEL_TO_ORDER_OPEN converts a level to an order for open rules.
-
MULTIGRID_INDEX_Z returns an indexed multidimensional grid.
-
PRODUCT_WEIGHT_GL: weights for a product Gauss-Legendre rule.
-
R8_EPSILON returns the R8 roundoff unit.
-
R8_HUGE returns a "huge" R8.
-
R8MAT_TRANSPOSE_PRINT_SOME prints some of an R8MAT, transposed.
-
R8MAT_WRITE writes an R8MAT file.
-
R8VEC_DIRECT_PRODUCT2 creates a direct product of R8VEC's.
-
R8VEC_PRINT_SOME prints "some" of an R8VEC.
-
S_LEN_TRIM returns the length of a string to the last nonblank.
-
SPARSE_GRID_GL computes a sparse grid of Gauss-Legendre points.
-
SPARSE_GRID_GL_INDEX indexes the points forming a sparse grid of GL points.
-
SPARSE_GRID_GL_SIZE sizes a sparse grid of Gauss-Legendre points.
-
TIMESTAMP prints the current YMDHMS date as a time stamp.
-
VEC_COLEX_NEXT2 generates vectors in colex order.
You can go up one level to
the C++ source codes.
Last revised on 07 November 2009.