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From Al Chou <>
Subject [math] Sparse Grid Interpolation Toolbox
Date Mon, 20 Feb 2006 13:27:43 GMT
Never having heard of sparse grid interpolation, I found the following
interesting.  The terms of the license seem to be the same as Apache's, in case
we wanted to port this toolbox to Java.


"The Sparse Grid Interpolation Toolbox is a MATLAB toolbox for recovering
expensive, possibly high-dimensional multivariate functions. It includes
hierarchical sparse grid interpolation algorithms based on both piecewise
multilinear and polynomial basis functions."

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