SG++ A numerical library for adaptive Sparse Grids. See sgpp.sparsegrids.org.
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README.md

Welcome to SG++

This is the current release version 3.1.0 of SG++, a library and framework for sparse grids in different flavors. SG++ supports both hierarchical, spatially-adaptive sparse grids and the dimensionally-adaptive sparse grid combination technique.

You are invited to use, contribute, discuss, ...

The library is free to use, provided proper credit is given.

For more details and the API, please visit http://sgpp.sparsegrids.org

There, you can find binaries for Linux (deb) and Matlab support.