sparse-grid 0.1.5

A Python Sparse Grid Package

sparse_grid

A Python Sparse Grid Package

sparse_grid is a pure-Python implementation of regular sparse grids over box domains. It provides hierarchical index generation, nodal-to-hierarchical coefficient conversion, and fast function evaluation using the hat basis:

$$f_n(\mathbf{x}) = \sum_{\lvert\mathbf{l}\rvert_1 \le n+d-1} \sum_{\mathbf{p}} \alpha_{\mathbf{l},\mathbf{p}}, \prod_{i=1}^{d} \phi_{l_i, p_i}(x_i)$$

Quick example

from sparse_grid import SparseGrid

sg = SparseGrid(dim=2, level=3)
sg.generate_points()

for index in sg.indices:
    pos = sg.g_p[tuple(index)].pos
    sg.g_p[tuple(index)].fv = (
        4.0 * pos[0] * (1.0 - pos[0]) * 4.0 * pos[1] * (1.0 - pos[1])
    )

sg.nodal_2_hier()
print(sg.eval_funct([0.25, 0.75]))

Installation

pip install sparse_grid

Requires Python 3.10+. No external runtime dependencies. See the full installation guide for uv, poetry, and source builds.

Documentation

• Theory — mathematical background, hierarchical basis, algorithms
• Quickstart — runnable examples
• API Reference — class and function signatures
• References — literature citations

License

BSD-3-Clause — see LICENSE.