SG++

Copyright  
Developer Manual  On this page, we describe best coding practices for SG++ 
▼User Manual  
▼Installation and Usage  Select your operating system and compiler to get instructions 
Linux (GCC/Clang/ICC)  This page contains instructions for compiling and using SG++ with GCC, Clang or ICC under Linux 
OSX (GCC/ICC)  This page contains instructions for compiling and using SG++ with GCC or ICC under Mac OSX 
Windows (MinGW)  This page contains instructions for compiling and using SG++ with MinGW (64bit) under Windows 
▼Modules  To insure extendability and maintainability, SG++ is divided into a number of modules that implement different functionality 
Module sgpp::base  Fundamental functionality required by all other modules 
Module sgpp::datadriven  Data mining and machine learning 
Module sgpp::optimization  SG++ module for optimization of smooth sparse grid interpolants 
Module sgpp::pde  Operations and functionality related to PDEs 
Module sgpp::quadrature  Stochastic and deterministic quadrature algorithms 
Module sgpp::solver  Solvers in the broadest sense: PDE, linear equations, gradient descent, etc 
▼Examples  This is a collection of examples from all modules 
▼C++ Examples  This is a list of all C++ examples 
dataMatrixSerializeDemo.cpp  This example shows how to initialize a DataMatrix object, store it to a file and then to restore it back 
dataVectorSerializeDemo.cpp  This example shows how to initialize, serialize, and deserialize a DataVector object 
detectPlatformConfiguration.cpp  This example can be found under base/examples/detectPlatformConfiguration.cpp 
JSONExample.cpp  This example can be found under base/examples/JSONExample.cpp 
JSONTest.cpp  This example can be found under base/examples/JSONTest.cpp 
platformConfigurationTest.cpp  This example can be found under base/examples/platformConfigurationTest.cpp 
SpatiallyDimensionAdaptive Refinement in C++  
quadrature.cpp  The following example shows how to integrate in SG++, using both direct integration of a sparse grid function and the use of Monte Carlo integration 
tutorial.cpp (Start Here)  To be able to quickly start with a toolkit, it is often advantageous (not only for the impatient users), to look at some code examples first 
Classification Example  This example shows how classification specific refinement strategies are used 
CrossValidationExample.cpp  This example can be found under datadriven/examples/CrossValidationExample.cpp 
learnerSGDETest.cpp  This example can be found under datadriven/examples/learnerSGDETest.cpp 
regressionPipeline.cpp  This example can be found under datadriven/examples/regressionPipeline.cpp 
constrainedOptimization.cpp  This example can be found under optimization/examples/constrainedOptimization.cpp 
optimization.cpp  On this page, we look at an example application of the sgpp::optimization module 
▼Python Examples  This is a list of all Python examples 
predictiveANOVARefinement.py  This example can be found under base/examples/predictiveANOVARefinement.py 
predictiveRefinement.py  This example can be found under base/examples/predictiveRefinement.py 
quadrature.py  The following example shows how to integrate in SG++, using both direct integration of a sparse grid function and the use of Monte Carlo integration 
refinement.py  The following example interpolates the (nonsymmetric) function \[ f\colon [0, 1]^2 \to \mathbb{R},\quad f(x_0, x_1) := 16 (x_0  1) x_0 (x_1  1) x_1 \] 
tutorial.py (Start Here)  To be able to quickly start with a toolkit, it is often advantageous (not only for the impatient users), to look at some code examples first 
learnerExample.py  This example can be found under datadriven/examples/learnerExample.py 
optimization.py  On this page, we look at an example application of the sgpp::optimization module 
▼Java Examples  This is a list of all Java examples 
tutorial.java (Start Here)  To be able to quickly start with a toolkit, it is often advantageous (not only for the impatient users), to look at some code examples first 
example_learnerSGDE.java  This example can be found under datadriven/examples/example_learnerSGDE.java 
optimization.java  On this page, we look at an example application of the sgpp::optimization module 
▼MATLAB Examples  This is a list of all MATLAB examples 
tutorial.m (Start Here)  To be able to quickly start with a toolkit, it is often advantageous (not only for the impatient users), to look at some code examples first 
optimization.m  On this page, we look at an example application of the sgpp::optimization module 
Refinement Example  Here we demonstrate how to refine a grid 
Grid unserialization Example  In this example we show how to store a grid into a file and how to load it back into a sgpp::base::Grid object 