To solve problems whith high dimensionality, there are two fitures: isotropic, all dimensions a treated equaly, and anisotropic, where some dimension could be treated differently.
It is recommended for working with high dimensionality problems;
The software correspond to this present for further explanation and features:
Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
Also Lilia and Serguei Maliar participate in the development in the present version of the software
Rafa Valero (2022). Smolyak Anisotropic Grid (https://www.mathworks.com/matlabcentral/fileexchange/50963-smolyak-anisotropic-grid), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
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