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Smolyak Anisotropic Grid

version 1.0 (3.11 MB) by Rafa Valero
To solve problems whith high dimensionality

9 Downloads

Updated 23 May 2015

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To solve problems whith high dimensionality, there are two fitures: isotropic, all dimensions a treated equaly, and anisotropic, where some dimension could be treated differently.

It is recommended for working with high dimensionality problems;
The software correspond to this present for further explanation and features:
Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
Also Lilia and Serguei Maliar participate in the development in the present version of the software

Comments and Ratings (1)

Ding Liu

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux