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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⁺⁺ 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

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

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