Fastsg is a project mainly written in SHELL and C++, based on the GPL-3.0 license.
A collection of optimized C++ routines for the sparse grid technique.
Fast Sparse Grids (or FastSG) is a free collection of fast C++ routines for representing and evaluating higher-dimensional functions using the sparse grid technique. It includes routines optimized with respect to both memory consumption and execution time. FastSG is in general faster that other publically-available sparse grid implementations. To achieve this performance, FastSG uses a new data structure based on a bijection that maps a higer-dimensional sparse grid to a set of consecutive integers, thus minimizing the memory consumption.
More information about the data structure and the algorithms built on top of it can be found in the following paper:
Alin Murarasu, Josef Weidendorfer, Gerrit Buse, Daniel Butnaru and Dirk Pflüger: "Compact Data Structure and Scalable Algorithms for the Sparse Grid Technique", PPoPP, Feb. 2011.
FastSG was written by Alin Murarasu. You can contact him at: [email protected].