sparse_grid_cc_test

sparse_grid_cc_test, a Fortran77 code which calls sparse_grid_cc(), which computes the points and weights of a Smolyak sparse grid, based on a 1-dimensional Clenshaw-Curtis quadrature rule, to be used for efficient and accurate quadrature in multiple dimensions.

Licensing:

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

Related Data and Programs:

sparse_grid_cc, a Fortran77 code which can be used to compute the points and weights of a Smolyak sparse grid, based on a 1-dimensional Clenshaw-Curtis quadrature rule, to be used for efficient and accurate quadrature in multiple dimensions.

Source Code:

• sparse_grid_cc_test.f, a sample calling program.
• sparse_grid_cc_test.sh, commands to compile and run the sample program.
• sparse_grid_cc_test.txt, the output from a run of the sample program.

• cc_d4_level2_r.txt, the "R" file for a sparse grid quadrature rule for spatial dimension 4 and level 2.
• cc_d4_level2_w.txt, the "W" file for a sparse grid quadrature rule for spatial dimension 4 and level 2.
• cc_d4_level2_x.txt, the "X" file for a sparse grid quadrature rule for spatial dimension 4 and level 2.