The Sparse Grids Matlab Kit is a collection of Matlab functions for high-dimensional interpolation and quadrature, based on the combination technique form of sparse grids. It is lightweight, high-level and easy to use, good for quick prototyping and teaching. However, it has some features that allow its use also in realistic applications: in particular, the Sparse Grids Matlab Kit is somehow geared towards Uncertainty Quantification, but it is flexible enough for other purposes. The goal of this paper is to provide an overview of the data structure and of mathematical aspects forming the backbone of the software, as well as to compare it with similar software available in literature.
翻译:稀疏网格Matlab工具包是一组基于稀疏网格组合技术的高维插值与求积Matlab函数集合。该工具包轻量级、高层化且易于使用,适用于快速原型设计与教学场景。同时,它具备支持实际应用的功能特性:尤其侧重于不确定性量化领域,但亦具备足够的灵活性以适用于其他用途。本文旨在概述构成该软件核心框架的数据结构与数学原理,并将其与文献中同类软件进行对比分析。