truncated_normal_sparse_grid_test, a MATLAB program which calls truncated_normal_sparse_grid() to compute a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
truncated_normal_sparse_grid, a MATLAB program which computes a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
TNO_SPARSE_GRID_WRITE_TEST creates pairs of X and W files.