19-Mar-2019 21:13:52

spquad_test
  MATLAB version
  Test spquad.

SPQUAD_TEST:
  Clenshaw Curtis sparse grid over [-1,1]^D.
  Spatial dimension is D = 2
  Maximum level MAXK = 5

   D  Level   Nodes    SG error    MC error

   2      0       1    0.085408    0.052823
   2      1       5  0.00038178    0.024379
   2      2      13  7.8041e-05    0.014232
   2      3      29  1.3005e-06   0.0093613
   2      4      65  6.3621e-09   0.0063565
   2      5     145  9.7154e-12   0.0044712

SPQUAD_TEST:
  Clenshaw Curtis sparse grid over [-1,1]^D.
  Spatial dimension is D = 10
  Maximum level MAXK = 4

   D  Level   Nodes    SG error    MC error

  10      0       1     0.50648     0.11653
  10      1      21    0.083572    0.026053
  10      2     221   0.0056818   0.0080212
  10      3    1581  2.7424e-05   0.0028935
  10      4    8801  1.6462e-05   0.0012386

SPQUAD_TEST:
  Clenshaw Curtis sparse grid over [-1,1]^D.
  Spatial dimension is D = 20
  Maximum level MAXK = 3

   D  Level   Nodes    SG error    MC error

  20      0       1      1.2695     0.16889
  20      1      41     0.50832    0.026166
  20      2     841     0.10876   0.0057415
  20      3   11561    0.013772   0.0015612

SPQUAD_TEST:
  Clenshaw Curtis sparse grid over [-1,1]^D.
  Spatial dimension is D = 30
  Maximum level MAXK = 2

   D  Level   Nodes    SG error    MC error

  30      0       1       2.419     0.20546
  30      1      61      1.5984    0.025843
  30      2    1861     0.58277   0.0044809

SPQUAD_TEST:
  Clenshaw Curtis sparse grid over [-1,1]^D.
  Spatial dimension is D = 40
  Maximum level MAXK = 2

   D  Level   Nodes    SG error    MC error

  40      0       1      4.1506     0.23793
  40      1      81      3.9189    0.026311
  40      2    3281      2.0427   0.0040928

SPQUAD_TEST:
  Clenshaw Curtis sparse grid over [-1,1]^D.
  Spatial dimension is D = 50
  Maximum level MAXK = 2

   D  Level   Nodes    SG error    MC error

  50      0       1      6.7593     0.26942
  50      1     101      8.4364    0.024689
  50      2    5101      5.7657   0.0037838

SPQUAD_TEST02:
  Print out the order (number of points) used
  for sparse grids of various levels and spatial dimensions.

  Dimension / Level size table for Sparse Grid Rule

 Dim:         1       2       3       4       5       6       7       8       9      10
Level:
   0:         1       1       1       1       1       1       1       1       1       1
   1:         3       5       7       9      11      13      15      17      19      21
   2:         5      13      25      41      61      85     113     145     181     221
   3:         9      29      69     137     241     389     589     849    1177    1581
   4:        17      65     177     401     801    1457    2465    3937    6001    8801
   5:        33     145     441    1105    2433    4865    9017   15713   26017   41265

spquad_test
  Normal end of execution.

19-Mar-2019 21:17:37