The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching; however, it is equipped with some features that allow its use also in realistic applications. The goal of this paper is to provide an overview of the data structure and of the mathematical aspects forming the basis of the software, as well as comparing the current release of our package to similar available software.

翻译：稀疏网格Matlab工具包提供了稀疏网格的Matlab实现，可用于高维函数逼近，尤其是基于代理模型的不确定性量化。该工具包轻量级、高层次且易于使用，适用于快速原型开发与教学；同时，其配备的特性也支持实际应用场景。本文旨在概述该软件的数据结构及构成其基础的数学方面，并将当前版本的工具包与现有同类软件进行对比。