libtasmaniansparsegrid8
Tasmanian module for sparse grids
Description
The Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN (Tasmanian) is a collection of robust libraries for high dimensional integration and interpolation as well as parameter calibration. This package provides a shared library that implements a variety of sparse grids, i.e. a family of algorithms for constructing multidimensional quadrature and interpolation rules using multiple tensor products of one dimensional rules with varying degree of precision. The Tasmanian Sparse Grids Module implements a variety of grids that fall into five major categories: global grids, sequence grids, local polynomial grids, wavelet grids and fourier grids.Upload more screenshots
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Homepage
https://github.com/ORNL/TASMANIAN
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