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<html>
<head>
<title>
TSG - TASMANIAN Sparse Grid Library
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
TSG <br> TASMANIAN Sparse Grid Library
</h1>
<hr>
<p>
<b>TSG</b>
includes C++ programs which
demonstrate the use of the TasmanianSparseGrid (TSG) package,
which implements routines for working with sparse grids,
to efficiently estimate integrals or compute interpolants of
scalar functions of multidimensional arguments.
</p>
<p>
TSG can create three kinds of rules:
<ul>
<li>
Global grids, for globally smooth functions;
</li>
<li>
Local polynomial grids, a piecewise polynomial approach
for non-smooth functions
</li>
<li>
Wavelet grids, also for non-smooth functions, but this option
can sometimes achieve better accuracy with fewer points.
</li>
</ul>
</p>
<p>
TSG is a family of algorithms for constructing multidimensional
quadrature and interpolation rules from tensor products of 1-dimensional
versions of such rules.
</p>
<p>
TSG includes a large variety of 1-dimensional rules, which are generally
defined, by default, over the interval [-1,+1]. In that case, the
multidimensional quadrature and interpolation rules will be defined over
the hypercube [-1,+1]^d, but a simple linear transformation can be
carried out by TSG to redefine the linearly redefine the region.
</p>
<p>
The one-dimensional rules that can be used include:
<ul>
<li>
Chebyshev;
</li>
<li>
Clenshaw Curtis;
</li>
<li>
Fejer Type 2;
</li>
<li>
Gauss Chebyshev Type 1;
</li>
<li>
Gauss Chebyshev Type 2;
</li>
<li>
Gauss Gegenbauer;
</li>
<li>
Gauss Hermite;
</li>
<li>
Gauss Jacobi;
</li>
<li>
Gauss Laguerre;
</li>
<li>
Gauss Legendre;
</li>
<li>
Local polynomial;
</li>
<li>
Local polynomial zero;
</li>
<li>
Local wavelet.
</li>
</ul>
</p>
<p>
The TasmanianSparseGrid library is available for download from
<a href = "http://tasmanian.ornl.gov/">
http://tasmanian.ornl.gov/ </a>.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files made available on this web page
are distributed under
<a href = "../../txt/gnu_gpl.txt">the GNU GPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>TSG</b> is available in
<a href = "../../cpp_src/tsg/tsg.html">a C++ version</a> and
<a href = "../../f_src/tsg/tsg.html">a FORTRAN90 version</a> and
<a href = "../../m_src/tsg/tsg.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Programs:
</h3>
<p>
<a href = "../../cpp_src/sgmg/sgmg.html">
SGMG</a>,
a C++ library which
creates a sparse grid dataset based on a mixed set of 1D factor rules,
and experiments with the use of a linear growth rate
for the quadrature rules.
</p>
<p>
<a href = "../../cpp_src/sgmga/sgmga.html">
SGMGA</a>,
a C++ library which
creates sparse grids based on a mixture of 1D quadrature rules,
allowing anisotropic weights for each dimension.
</p>
<p>
<a href = "../../c_src/smolpack/smolpack.html">
SMOLPACK</a>,
a C library which
estimates the integral of a function
over a M-dimensional hypercube using a sparse grid,
by Knut Petras;
</p>
<p>
<a href = "../../cpp_src/sparse_grid_cc/sparse_grid_cc.html">
SPARSE_GRID_CC</a>,
a C++ library which
creates sparse grids based on Clenshaw-Curtis rules.
</p>
<p>
<a href = "../../cpp_src/sparse_grid_hw/sparse_grid_hw.html">
SPARSE_GRID_HW</a>,
a C++ library which
creates sparse grids based on Gauss-Legendre, Gauss-Hermite,
Gauss-Patterson, or a nested variation of Gauss-Hermite rules,
by Florian Heiss and Viktor Winschel.
</p>
<p>
<a href = "../../m_src/spinterp/spinterp.html">
SPINTERP</a>,
a MATLAB library which
carries out piecewise multilinear hierarchical sparse grid interpolation;
an earlier version of this software is ACM TOMS Algorithm 847,
by Andreas Klimke;
</p>
<h3 align = "center">
Author:
</h3>
<p>
Miroslav Stoyanov, Oak Ridge National Laboratory, [email protected].
</p>
<h3 align = "center">
References:
</h3>
<p>
<ol>
<li>
Miro Stoyanov,<br>
User Manual: TASMANIAN Sparse Grids,<br>
ORNL Report, <br>
Oak Ridge National Laboratory, August 2013.
</li>
</ol>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<b>TSG_PRB</b> is a version of the example calling program provided
with the TasmanianSparseGrids software library.
<ul>
<li>
<a href = "tsg_prb.cpp">tsg_prb.cpp</a>, the calling program;
</li>
<li>
<a href = "tsg_prb.sh">tsg_prb.sh</a>,
commands to compile, link and run the calling program;
</li>
<li>
<a href = "tsg_prb_output.txt">tsg_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 16 November 2013.
</i>
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