sparse_grid_hermite_test

sparse_grid_hermite_test, a MATLAB program which calls sparse_grid_hermite() to construct sparse grids based on 1D Gauss-Hermite rules.

Licensing:

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

Related Data and Programs:

sparse_grid_hermite, a MATLAB library which creates sparse grids based on Gauss-Hermite rules.

Source Code:

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

• sparse_grid_hermite_test01.m, tests SPARSE_GRID_HERM_SIZE.
• sparse_grid_hermite_test02.m, tests SPARSE_GRID_HERM_INDEX.
• sparse_grid_hermite_test03.m, tests SPARSE_GRID_HERM.
• sparse_grid_hermite_test04.m, tests computes the weights and sums them.
• sparse_grid_hermite_test05.m, tests a Gauss-Hermite sparse grid rule for exactness on monomials.
• sparse_grid_hermite_test06.m, writes a Gauss-Hermite sparse grid rule to three files.

The sample program creates three files, which are an example of how a sparse grid quadrature rule for spatial dimension 2 and level 3 can be defined using a Hermite quadrature rule:

• gh_d2_level3_r.txt, the "R" or "region" file.
• gh_d2_level3_w.txt, the "W" or "weight" file.
• gh_d2_level3_x.txt, the "X" or "abscissa" file.