function [ grid_index, grid_base ] = sparse_grid_gl_index ( dim_num, ... level_max, point_num ) %*****************************************************************************80 % %% SPARSE_GRID_GL_INDEX indexes the points forming a sparse grid of GL points. % % Discussion: % % The sparse grid is assumed to be formed from 1D Gauss-Legendre rules % of ODD order, which have the property that only the central abscissa, % X = 0.0, is "nested". % % The necessary dimensions of GRID_INDEX can be determined by % calling SPARSE_GRID_GL_SIZE first. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 04 July 2008 % % Author: % % John Burkardt % % Reference: % % Fabio Nobile, Raul Tempone, Clayton Webster, % A Sparse Grid Stochastic Collocation Method for Partial Differential % Equations with Random Input Data, % SIAM Journal on Numerical Analysis, % Volume 46, Number 5, 2008, pages 2309-2345. % % Parameters: % % Input, integer DIM_NUM, the spatial dimension. % % Input, integer LEVEL_MAX, the maximum value of LEVEL. % % Input, integer POINT_NUM, the total number of points in % the grids. % % Output, integer GRID_INDEX(DIM_NUM,POINT_NUM), a list of % point indices, representing a subset of the product grid of level % LEVEL_MAX, representing (exactly once) each point that will show up in a % sparse grid of level LEVEL_MAX. % % Output, integer GRID_BASE(DIM_NUM,POINT_NUM), a list of % the orders of the Gauss-Legendre rules associated with each point % and dimension. % % % The outer loop generates LEVELs from LEVEL_MIN to LEVEL_MAX. % point_num2 = 0; level_min = max ( 0, level_max + 1 - dim_num ); for level = level_min : level_max % % The middle loop generates the next partition LEVEL_1D(1:DIM_NUM) % that adds up to LEVEL. % level_1d = []; more = false; h = 0; t = 0; while ( 1 ) [ level_1d, more, h, t ] = comp_next ( level, dim_num, level_1d, more, h, t ); % % Transform each 1D level to a corresponding 1D order. % The relationship is the same as for other OPEN rules. % The GL rule differs from the other OPEN rules only in the nesting behavior. % order_1d = level_to_order_open ( dim_num, level_1d ); grid_base2(1:dim_num) = round ( ( order_1d(1:dim_num) - 1 ) / 2 ); % % The product of the 1D orders gives us the number of points in this subgrid. % order_nd = prod ( order_1d(1:dim_num) ); % % The inner (hidden) loop generates all points corresponding to given grid. % The grid indices will be between -M to +M, where 2*M + 1 = ORDER_1D(DIM). % grid_index2 = multigrid_index_z ( dim_num, order_1d, order_nd ); % % Determine the first level of appearance of each of the points. % This allows us to flag certain points as being repeats of points % generated on a grid of lower level. % % This is SLIGHTLY tricky. % grid_level = index_level_gl ( level, level_max, dim_num, order_nd, ... grid_index2, grid_base2 ); % % Only keep those points which first appear on this level. % for point = 1 : order_nd if ( grid_level(point) == level ) point_num2 = point_num2 + 1; grid_index(1:dim_num,point_num2) = grid_index2(1:dim_num,point); grid_base(1:dim_num,point_num2) = grid_base2(1:dim_num); end end if ( ~more ) break end end end return end