SG⁺⁺ – the numerical library for Sparse Grids in all their variants.
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, the API documentation, usage examples and tutorials, please visit:
More information can also be found at:
You can find binaries for Linux (deb) and MATLAB support in the
SG++ releases.