Gradient-Enhanced Sparse Grid

Version 1.0.0.0 (11.5 KB) by Jouke de Baar
Gradient-enhanced sparse grid interpolation
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Updated 6 Oct 2015

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In higher-dimensional interpolation, we face the 'curse of dimensionality': When we increase the number of dimensions, the number of samples increases exponentially. One approach to reduce this effect is to use sparse grids. When gradient information is available, for example from an adjoint solver, gradient-enhanced sparse grids offer the possibility to reduce the number of samples even further.

Cite As

Jouke de Baar (2024). Gradient-Enhanced Sparse Grid (https://www.mathworks.com/matlabcentral/fileexchange/53386-gradient-enhanced-sparse-grid), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
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Version Published Release Notes
1.0.0.0