Sparse grid quadrature

Version 1.0.0.0 (1.88 KB) by Greg von Winckel
Computes the nodes and weights for a sparse grid on a hyperrectangle
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Updated 5 Mar 2008

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This all-in-one code computes the sparse Clenshaw-Curtis grid points and weights for an orthotope of arbitrary dimensionality. i.e. It's for integrating a high-dimensional function in a box domain. This is not an adaptive code.

Cite As

Greg von Winckel (2026). Sparse grid quadrature (https://www.mathworks.com/matlabcentral/fileexchange/19063-sparse-grid-quadrature), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0