Welcome to SG⁺⁺

Welcome to the official homepage of the sparse grid toolbox SG⁺⁺. Use the links at the top to navigate.

Source code and releases are available at our GitHub repository.

If you want to learn more about sparse grids in general, visit sparsegrids.org.

SG⁺⁺ in a Nutshell

SG⁺⁺ is a universal open-source toolbox for spatially adaptive sparse grid methods and the combination technique. It provides various low-level and high-level sparse grid functionality that enables using sparse grids with minimal initial implementation effort. The functionality ranges from interpolation and quadrature via the solution of differential equations to regression, classification, and more. The SG⁺⁺ toolbox supports multiple operating systems and multiple programming languages: Python, MATLAB, Java, and C++.

Our development focuses on providing an efficient and flexible sparse grid toolbox to support a broad spectrum of users and applications. To ensure efficiency at run-time, we use C++ for all performance critical parts. Considering flexibility, the software architecture of the SG⁺⁺ toolbox ensures modularity, reusability, and encapsulation of data structures and algorithms.

SG⁺⁺ is mainly developed by the Scientific Computing group of Prof. Dr. Dirk Pflüger at the University of Stuttgart, Germany. However, since SG⁺⁺ is open-source, everybody can contribute!