Help: out of memory problem when variable dimension is large

UQ with UQLab Community Q&A and How To
1

Dear UQLab developers,

I’m trying to use the “uq_quadrature_nodes_weights_smolyak” function and I’ve selected Levels as 2, variable dimensions as 17, and Types as 17 “hermite”, and I’m experiencing an out of memory problem.

In fact, I think this problem has 35 sparse grid points, and I guess UQLab uses the method of calculating all the grid points (2^17) first and then selecting the sparse grid points when calculating the sparse grid points. Could this problem be solved further please?

Best of luck to you all!
XLun Chen

2

Dear @Chen_XLun

Can you please provide us with the code to reproduce the problem?

Best regards
Styfen

3

Dear @styfen.schaer

Sorry for the delayed response. My code is as follows. And look forward to your favourable reply.

[MUi, MWi] = uq_quadrature_nodes_weights_smolyak(2, {‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’, ‘hermite’});

Yours sincerely,
XLun Chen