pysgpp (pypi): The sparse grids toolkit SG++ SG++ is a collection of numerical algorithms for sparse grids. It contains modules for interpolation, quadrature, data mining (regression, classification, clustering), optimization, PDEs, and more. SG++ implements algorithms for spatially adaptive grids and also provides a module for the combination technique. Many of the implemented algorithms are also available as a high-performance version, often orders of magnitude faster than standard implementations.
Keywords: adaptive-sparse-grids|b-splines|cpp|interpolation|java|machine-learning|matlab|numerics|optimization|pde|python|quadrature|regression|sparse-grids