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The sparse grids toolkit SG++ SG++ is a collection of numerical algorithms for sparse grids. It contains modules for interpolation, quadrature, data mining (regression, classification, clustering), optimization, PDEs, and more. SG++ implements algorithms for spatially adaptive grids and also provides a module for the combination technique. Many of the implemented algorithms are also available as a high-performance version, often orders of magnitude faster than standard implementations.

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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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