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.

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Homepage

https://github.com/ORNL/TASMANIAN


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