SG⁺⁺ is 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 documentation, please visit http://sgpp.sparsegrids.org.
You can find binaries for Linux (deb) and MATLAB support in the SG++ releases.