function [ grid_weight, grid_point ] = sparse_grid_laguerre ( dim_num, ... level_max, point_num ) %*****************************************************************************80 % %% SPARSE_GRID_LAGUERRE computes a sparse grid of Gauss-Laguerre points. % % Discussion: % % The quadrature rule is associated with a sparse grid derived from % a Smolyak construction using a 1D Gauss-Laguerre quadrature rule. % % The user specifies: % * the spatial dimension of the quadrature region, % * the level that defines the Smolyak grid. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 05 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, controls the size of the % sparse grid. % % Input, integer POINT_NUM, the number of points in the grid, % as determined by SPARSE_GRID_LAGUERRE_SIZE. % % Output, real GRID_WEIGHT(POINT_NUM), the weights. % % Output, real GRID_POINT(DIM_NUM,POINT_NUM), the points. % grid_weight(1:point_num) = 0.0; % % 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 = 0; 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. % order_1d = level_to_order_open ( dim_num, level_1d ); grid_base2(1:dim_num) = order_1d(1:dim_num); % % The product of the 1D orders gives us the number of points in this subgrid. % order_nd = prod ( order_1d(1:dim_num) ); % % Compute the weights for this product grid. % grid_weight2 = product_weight_laguerre ( dim_num, order_1d, order_nd ); % % Now determine the coefficient of the weight. % coeff = (-1)^( level_max - level ) ... * i4_choose ( dim_num - 1, level_max - level ); % % The inner (hidden) loop generates all points corresponding to given grid. % The grid indices will be between 1 and ORDER_1D(DIM). % grid_index2 = multigrid_index_one ( dim_num, order_1d, order_nd ); for point = 1 : order_nd point_num2 = point_num2 + 1; grid_point(1:dim_num,point_num2) = laguerre_abscissa ( dim_num, 1, ... grid_index2(1:dim_num,point), grid_base2(1:dim_num) ); grid_weight(point_num2) = coeff * grid_weight2(point); end if ( ~more ) break end end end return end