Algorithm 847: Spinterp: piecewise multilinear hierarchical sparse grid interpolation in MATLAB

  • Authors:
  • Andreas Klimke;Barbara Wohlmuth

  • Affiliations:
  • University Stuttgart, Stuttgart, Germany;University Stuttgart, Stuttgart, Germany

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2005

Quantified Score

Hi-index 0.02

Visualization

Abstract

To recover or approximate smooth multivariate functions, sparse grids are superior to full grids due to a significant reduction of the required support nodes. The order of the convergence rate in the maximum norm is preserved up to a logarithmic factor. We describe three possible piecewise multilinear hierarchical interpolation schemes in detail and conduct a numerical comparison. Furthermore, we document the features of our sparse grid interpolation software package spinterp for MATLAB.