SG++
Related Pages
Here is a list of all related documentation pages:
[detail level 1234]
 Copyright
 Developer ManualOn this page, we describe best coding practices for SG++
 User Manual
 Installation and UsageSelect 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 (64-bit) under Windows
 MATLAB binariesThis page explains how to install and use the binaries we provide for use with MATLAB
 ModulesTo insure extendability and maintainability, SG++ is divided into a number of modules that implement different functionality
 Module sgpp::baseFundamental functionality required by all other modules
 Module sgpp::combigridCombination technique functionality
 Integrate DakotaInstall and enable Dakota for sgpp::combigrid module
 Module sgpp::datadrivenData mining and machine learning
 Module sgpp::optimizationSG++ module for optimization of smooth sparse grid interpolants
 Module sgpp::pdeOperations and functionality related to PDEs
 Module sgpp::quadratureStochastic and deterministic quadrature algorithms
 Module sgpp::solverSolvers in the broadest sense: PDE, linear equations, gradient descent, etc
 ExamplesThis is a collection of examples from all modules
 C++ ExamplesThis is a list of all C++ examples
 Using the DataMatrix objectThis example shows how to initialize a DataMatrix object, store it to a file and then to restore it back
 Using the DataVector objectThis example shows how to initialize a DataVector object, store it to a file and then to restore it back
 Detect the configuration of OpenCL platformsThis code detects the configuration of the OpenCL platforms available on the machine and outputs it to a file
 Interaction-Term aware sparse grids.This example shows how grids with more interaction terms differ from simpler grids
 Generalised Sparse GridsThis example creates a generalised grid
 Using JSONThis example demonstrates how to use the basic functionality of SG++ JSON API
 Spatially-Dimension-Adaptive Refinement in C++
 Quadrature in C++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 ExampleHere we demonstrate how to refine a grid
 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
 Grid unserializationIn this example we show how to store a grid into a file and how to load it back into a sgpp::base::Grid object
 List of different Grid TypesThis example is supposed to simply demonstrate the available grid, boundary and basis function types
 bspline_pce.cppThis example can be found under combigrid/examples/bspline_pce.cpp
 bSplines.cppThis example can be found under combigrid/examples/bSplines.cpp
 Stochastic Collocation withB-Spline Combigrids
 gettingStarted.cpp (Start Here)This tutorial contains examples with increasing complexity to introduce you to the combigrid module
 interpolation.cppThis example can be found under combigrid/examples/interpolation.cpp
 MR_Plotting.cppThis example can be found under combigrid/examples/MR_Plotting.cpp
 MR_trying_out_bSplineVariance.cppThis example can be found under combigrid/examples/MR_trying_out_bSplineVariance.cpp
 PCE with CombigridsThis simple example shows how to create a Polynomial Chaos Expansion from an adaptively refined combigrid
 performance.cppThis example can be found under combigrid/examples/performance.cpp
 Stochastic Collocation with CombigridsThis simple example shows how to create a Stochastic Collocation surrogate from a regular combigrid
 batchLearnerExample.cppThis example can be found under datadriven/examples/batchLearnerExample.cpp
 benchmark_OrthoAdapt.cppThis example can be found under datadriven/examples/benchmark_OrthoAdapt.cpp
 buildMats.cppThis example can be found under datadriven/examples/buildMats.cpp
 CholBenchmark.cppThis example can be found under datadriven/examples/CholBenchmark.cpp
 Classification ExampleThis example shows how classification specific refinement strategies are used
 CrossValidationExample.cppThis example can be found under datadriven/examples/CrossValidationExample.cpp
 geomlearnerSGDEOnOffTest.cppThis example can be found under datadriven/examples/geomlearnerSGDEOnOffTest.cpp
 iCholConvergence.cppThis example can be found under datadriven/examples/iCholConvergence.cpp
 icholConvergenceTest.cppThis example can be found under datadriven/examples/icholConvergenceTest.cpp
 Learner Classification TestThis represents a small example how to use sparse grids for classification problems
 learnerOnOff.cppThis example can be found under datadriven/examples/learnerOnOff.cpp
 Regression LearnerThis example demonstrates sparse grid regression learning
 Learner SGDE OnlineThis example shows how to perform online-classification using sparse grid density estimation and conjugate gradients method
 learnerSGDEOnOffTest.cppThis example can be found under datadriven/examples/learnerSGDEOnOffTest.cpp
 learnerSGDEOnOffTest.cppThis example can be found under datadriven/examples/learnerSGDEOnOffTest.cpp
 learner SGDEThis examples demonstrates density estimation
 Learner SGDThis example shows how to perform online-classification using sparse grids and averaged stochastic gradient descent method
 Learner SVMThis example shows how to perform online-classification using the support vector machine with sparse grid kernels
 MinerFromConfigFile.cppThis example can be found under datadriven/examples/MinerFromConfigFile.cpp
 Classification Example MultipleClassRefinement Helper to create learner
 Nearest NeighborsThis example calculates all feature-interactions that arise from an image with 64 pixels, when one only considers pixels whose \( L_2 \) distance is not larger than \( \sqrt{2} \)
 constrainedOptimization.cppThis example demonstrates the optimization of an objective function \( f\) with additional constraints
 optimization.cppOn this page, we look at an example application of the sgpp::optimization module
 FISTA SolverThis example demonstrates the FISTA solver for a toy dataset using using the elastic net regularization method with various regularization penalties
 Python ExamplesThis is a list of all Python examples
 Using the DataMatrix objectThis example shows how to initialize a DataMatrix object, store it to a file and then to restore it back
 Using the DataVector objectThis example shows how to initialize a DataVector object, store it to a file and then to restore it back
 Generalised Sparse GridsThis example creates a generalised grid
 Spatially-Dimension-Adaptive Refinement of ANOVA Components in Python
 Spatially-Dimension-Adaptive Refinement in Python
 Quadrature in PythonThe 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.pyHere we demonstrate how to refine a grid
 Dimension-Adaptive Refinement in Python
 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
 bSplines.pyplots anisotropic full grids that form part of the combination technique
 convergence.pysimple code that provides convergence plots for various analytic models
 example_comparison.py
 gettingStarted.py (Start Here)This tutorial contains examples with increasing complexity to introduce you to the combigrid module
 gridConverter.pyThis tutorial contains examples on how to convert sparse grids with a hierarchical basis to a sparse grid defined on the combination of anisotropic full grids (combination technique)
 PCE with Combigrids (Python)This simple example shows how to create a Polynomial Chaos Expansion from an adaptively refined combigrid
 plot_2d_sparse_grids.pyplots anisotropic full grids that form part of the combination technique
 Point Distributions (Python)This simple example demonstrates the different types of 1-D point distributions available in the combigrid module
 Gaussian Weight PriorsThis example compares two different Gaussian priors for sparse grid regression
 Generalised Sparse GridsThis example tests generalised sparse grids
 Interaction Terms Aware Sparse GridsThis example compares standard sparse grids with sparse grids that only contain a subset of all possible interaction terms
 learnerExample.pyThis example can be found under datadriven/examples/learnerExample.py
 Calculating the regularization pathThis example generates a regularization path for sparsity-inducing penalties
 optimization.pyOn this page, we look at an example application of the sgpp::optimization module
 Java ExamplesThis is a list of all Java examples
 Refinement ExampleHere we demonstrate how to refine a grid
 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
 Learner SGDEThis tutorial demostrates the sparse grid density estimation
 optimization.javaOn this page, we look at an example application of the sgpp::optimization module
 MATLAB ExamplesThis 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.mOn this page, we look at an example application of the sgpp::optimization module
 Deprecated List