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sparse_grid

sparse_grid is a compact Python implementation of regular sparse grids over box domains.

It provides:

  • sparse-grid index and point generation,
  • nodal-to-hierarchical coefficient conversion,
  • fast function evaluation using hierarchical basis functions.

Documentation map

  • Getting Started: installation and first working example.
  • User Guide: core workflow and key data structures.
  • API Reference: auto-generated module docs via mkdocstrings.

Quick example

from sparse_grid import SparseGrid

sg = SparseGrid(dim=2, level=3)
sg.generate_points()

for index in sg.indices:
    pos = sg.g_p[tuple(index)].pos
    sg.g_p[tuple(index)].fv = (
        4.0 * pos[0] * (1.0 - pos[0]) * 4.0 * pos[1] * (1.0 - pos[1])
    )

sg.nodal_2_hier()
value = sg.eval_funct([0.25, 0.75])
print(value)