@Article{Klimke:2005:ASP, author = "Andreas Klimke and Barbara Wohlmuth", title = "Algorithm 847: {spinterp}: Piecewise Multilinear Hierarchical Sparse Grid Interpolation in {MATLAB}", journal = "{ACM} Transactions on Mathematical Software", volume = "31", number = "4", month = dec, year = "2005", pages = "561--579", URL = "http://doi.acm.org/10.1145/1114268.1114275", abstract = "To recover or approximate smooth multivariate functions, sparse grids are superior to full grids due to a significant reduction of the required support nodes. The order of the convergence rate in the maximum norm is preserved up to a logarithmic factor. We describe three possible piecewise multilinear hierarchical interpolation schemes in detail and conduct a numerical comparison. Furthermore, we document the features of our sparse grid interpolation software package spinterp for MATLAB", }