SGLib is toolbox developed for Matlab/Octave to implement and investigate into stochastic Galerkin methods with a special focus on tensor product methods.
There really is no installation. Just put the files into some directory of your own and start Matlab or Octave from this directory. The last point is necessary so that the initialization files startup.m (for Matlab) or .octaverc for Octave are called. You should see some lines saying something like
SGLIB v0.9 Type SGLIB_HELP to get help. Type SGLIB_SETTINGS for changing the settings.
The best thing to do first is to run the unit tests first. For this simply type 'testsuite' one the command line and after a while and some screens scrolled by it should say:
Module "sglib": 0 of ??? assertions failed.
The code is tested with Matlab version 7.2 to 7.8 and Octave since version 3.0.0. It won't work with Octave version 2.x and probably not with Matlab 6.x versions. While latter can probably be accomplished without too much work, the former is quite difficult since there is just too much missing functionality in Octave. Especially support for sparse matrices was only added to the mainline Octave version since 3.x and still is not "complete". Further quite a few functions that use debugging/introspection features from Matlab have only limited functionality under Ocatve (i.e. directly jumping into the debugger to the correct line if a unit test failed). Further speed is for many example about 1/10 of that of the Matlab version.
SGlib contains methods in the following areas