Sparse Grid Interpolation Toolbox

The Sparse Grid Interpolation Toolbox is a Matlab toolbox for recovering (approximating) expensive, possibly high-dimensional multivariate functions.

It was developed by Andreas Klimke at the Institute of Applied Analysis and Numerical Simulation at the High Performance Scientific Computing lab ("Lehrstuhl für Numerische Mathematik für Höchstleistungsrechner"), Universität Stuttgart during his Ph.D. studies.

Andreas continues to maintain and improve the toolbox in his spare time since April 2006. He is very grateful to the group and, in particular, Prof. Dr. Wohlmuth for the possibility to continue to host the Sparse Grid Interpolation Toolbox on the institute's Web site.

For more information on sparse grid interpolation and the features of the toolbox, please go to the About page.

Please note the License information.

When referencing the toolbox in a publication, please cite these references.

Latest news

Date Headline
May 25, 2008 Version v5.1.1 released
February 24, 2008 Version v5.1.0 released
December 23, 2007 Version v5.0.0 released
October 24, 2007 Version v4.0.0 released
March 3, 2007 Version v3.5.1 released
July 25, 2006 Version v3.5.0 released
June 12, 2006 Version v3.2.0 released
January 30, 2006 Version v3.0.1beta released
January 13, 2006 Sparse Grid Interpolation Toolbox Web page online

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