16 May 2012 9:12:23.713 AM SPARSE_GRID_HERMITE_DATASET FORTRAN90 version Compute the abscissas and weights of a quadrature rule associated with a sparse grid derived from a Smolyak construction based on a 1D Gauss-Hermite rule. Inputs to the program include: DIM_NUM, the spatial dimension. (typically in the range of 2 to 10) LEVEL_MAX, the "level" of the sparse grid. (typically in the range of 0, 1, 2, 3, ... Output from the program includes: * A printed table of the abscissas and weights. * A set of 3 files that define the quadrature rule. (1) "gh_d?_level?_x.txt", the abscissas; (2) "gh_d?_level?_w.txt", the weights; (3) "gh_d?_level?_r.txt", the ranges. Spatial dimension requested is = 2 LEVEL_MIN is = 2 LEVEL_MAX is = 3 The number of distinct abscissas in the quadrature rule is determined from the spatial dimension DIM_NUM and the level LEVEL_MAX. For the given input, this value will be = 73 First 10 grid points: Row 1 2 Col 1: -4.49999 0.00000 2: -3.66995 0.00000 3: -2.96717 0.00000 4: -2.65196 -1.22474 5: -2.65196 0.00000 6: -2.65196 1.22474 7: -2.32573 0.00000 8: -1.71999 0.00000 9: -1.67355 -1.22474 10: -1.67355 0.00000 First 10 grid weights: 1: 0.26985181E-08 2: 0.18772334E-05 3: 0.17725326E-03 4: 0.28707290E-03 5: -.57414580E-03 6: 0.28707290E-03 7: 0.49239988E-02 8: 0.54556190E-01 9: 0.16104392E-01 10: -.32208785E-01 Weights sum to 3.141592653589793 Correct value is 3.141592653589793 Creating R file = "gh_d2_level3_r.txt". Creating W file = "gh_d2_level3_w.txt". Creating X file = "gh_d2_level3_x.txt". SPARSE_GRID_HERMITE_DATASET Normal end of execution. 16 May 2012 9:12:23.714 AM