toms847_test
toms847_test,
a MATLAB program which
calls toms847() to determine points defining a sparse grid in a multidimensional
space, and given specific values at those points, construct
an interpolating function that can be evaluated anywhere.
License:
MULTILINEAR SPARSE GRID INTERPOLATION IN MATLAB
Copyright (c) 2003-2005,
Andreas Klimke,
Universitaet Stuttgart.
Permission is hereby granted, free of charge, to any person
obtaining a copy of this software and associated documentation
files (the "Software"), to deal in the Software without
restriction, including without limitation the rights to use, copy,
modify, merge, publish, distribute, sublicense, and/or sell copies
of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be
included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
OTHER DEALINGS IN THE SOFTWARE.
Related Data and Programs:
toms847,
a MATLAB library which
carries out piecewise multilinear hierarchical sparse grid interpolation;
this library is commonly called SPINTERP (version 2.1);
this is a version of ACM TOMS Algorithm 847,
by Andreas Klimke;
Source Code:
-
cmpgrids.m
compares the three sparse grid types available in SPINTERP.
-
cmpgrids.png
a PNG image of
the plot created by the test program.
-
spcompare.m
tests the multilinear sparse grid routines using Genz's
six test functions, and all three sparse grid types.
-
spcompare.txt
output from a run of the test program.
-
spcompare.png
a PNG image of
the plot created by the test program.
-
spdemo.m
uses the Clenshaw Curtis grid and vectorized processing of
the model function to demonstrate multilinear sparse grid interpolation.
-
spdemo.txt
output from a run of the test program.
-
spdemo.png
a PNG image of
the plot created by the test program.
-
spdemovarout.m
uses the Maximum-norm grid and nonvectorized processing of
the model function, and multiple output parameters.
-
spdemovarout.txt
output from a run of the test program.
-
spdemovarout.png
a PNG image of
the plot created by the test program.
-
testfunctions.m
Genz's six test functions, typically used for testing
multidimensional quadrature routines.
-
timespinterp.m
plots the time taken to compute 1000 interpolated points
using SPINTERP, with a Clenshaw Curtis grid. Use MATLAB's
JIT compiler for best performance.
-
timespinterp.txt
output from a run of the test program.
-
timespinterp.png
a PNG image of
the plot created by the test program.
-
timespvals.m
measures the performance of SPINTERP by timing the computation
of the hierarchical surpluses, with a Clenshaw Curtis grid.
Use MATLAB's JIT compiler for best performance.
-
timespvals.txt
output from a run of the test program.
-
timespvals.png
a PNG image of
the plot created by the test program.
Last revised on 01 March 2019.
