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SG⁺⁺ – A numerical library for adaptive Sparse Grids

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Welcome to SG⁺⁺

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SG⁺⁺

SG⁺⁺ is a library and framework for sparse grids in different flavors. SG⁺⁺ supports both hierarchical spatially-adaptive sparse grids and the dimensionally-adaptive sparse grid combination technique.

You are invited to use, contribute, discuss, …

The library is free to use, provided proper credit is given.

For more details and the API documentation, please visit http://sgpp.sparsegrids.org.

You can find binaries for Linux (deb) and MATLAB support in the SG++ releases.

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SG⁺⁺ – A numerical library for adaptive Sparse Grids

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