Gradient-Enhanced Sparse Grid
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 .
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