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Sparse Grid Interpolation

version 2.0 (35.6 KB) by Alexander
Employs Smolyak styled grids for sparse interpolation which helps with the curse of dimensionality.

444 Downloads

Updated 26 Jul 2017

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Employs Smolyak styled grids for polynomial and linear interpolation. The depth of grids is adaptive, and with adp=1 is dimension-adaptive. Several features are employed, so that the user can make sure the pairwise dimensions do not outgrow each other (syme, see in file), coefficients that are not relevant get dropped (purge), a title can be added (title), nonvectorized functions can be called up (non_vec), costly functions are not called up twice for the same points (memoize). Error criteria can be adapted.
For full functionality (to see the progress of a nonvectorized job run in parallel) download parfor_progress. And you need to set non_vec=2 and dsp>0. Also, the function afclean which can also be found in the exchange helps to keep the interpolation functions light.

Cite As

Alexander (2021). Sparse Grid Interpolation (https://www.mathworks.com/matlabcentral/fileexchange/54289-sparse-grid-interpolation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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