SG⁺⁺ – the numerical library for Sparse Grids in all their variants.
Home Page: https://sgpp.sparsegrids.org
License: Other
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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