**sparse_grid_gl_test**,
a MATLAB code which
calls sparse_grid_gl(), which
constructs sparse grids based on 1D Gauss-Legendre rules.

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

sparse_grid_gl, a MATLAB code which creates sparse grids based on Gauss-legendre rules.

- sparse_grid_gl_test.m, calls all the tests.
- sparse_grid_gl_test.sh, runs all the tests.
- sparse_grid_gl_test.txt, the output file.

- sparse_grid_gl_test01.m, tests SPARSE_GRID_GL_SIZE.
- sparse_grid_gl_test02.m, tests SPARSE_GRID_GL_INDEX.
- sparse_grid_gl_test03.m, tests SPARSE_GRID_GL.
- sparse_grid_gl_test04.m, tests computes the weights and sums them.
- sparse_grid_gl_test05.m, tests a GL sparse grid rule for exactness on monomials.
- sparse_grid_gl_test06.m, writes a GL sparse grid rule to three files.
- gl_d2_level3_r.txt, the "R" data for a sparse GL quadrature rule.
- gl_d2_level3_w.txt, the "W" data for a sparse GL quadrature rule.
- gl_d2_level3_x.txt, the "X" data for a sparse GL quadrature rule.