sparse_grid_composite_test

sparse_grid_composite_test, a MATLAB program which calls sparse_grid_composite() to compute the points and weights of a Smolyak sparse grid, based on a 1-dimensional composite quadrature rule.

Licensing:

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

Related Data and Programs:

sparse_grid_composite, a MATLAB library which creates sparse grids based on 1D composite rules (currently only of order 1).

Source Code:

• sparse_grid_composite_test.m, calls all the tests.
• sparse_grid_composite_test.sh, runs all the tests.
• sparse_grid_composite_test.txt, the output from a run of the sample program.

• sparse_grid_composite_test01.m, tests SPARSE_GRID_COMPOSITE_SIZE.
• sparse_grid_composite_test02.m, tests SPARSE_GRID_COMPOSITE_INDEX.
• sparse_grid_composite_test03.m, tests SPARSE_GRID_COMPOSITE.
• sparse_grid_composite_test04.m, computes the weights and sums them.
• sparse_grid_composite_test05.m, tests a COMPOSITE sparse grid rule for exactness on monomials.
• sparse_grid_composite_test06.m, writes a COMPOSITE sparse grid rule to three files.
• composite_d2_level3_r.txt, the "R" data for a sparse COMPOSITE quadrature rule.
• composite_d2_level3_w.txt, the "W" data for a sparse COMPOSITE quadrature rule.
• composite_d2_level3_x.txt, the "X" data for a sparse COMPOSITE quadrature rule.