Algorithm 1040: The Sparse Grids Matlab Kit - a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification

The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching;...

Full description

Saved in:
Bibliographic Details
Published in:ACM transactions on mathematical software 2024-03, Vol.50 (1), p.1-22, Article 7
Main Authors: Piazzola, Chiara, Tamellini, Lorenzo
Format: Article
Language:English
Subjects:
Approximation
Interpolation
Mathematical software
Mathematics of computing
Quadrature
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!