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Edvard Grieg was an accomplished pianist and toured regularly, mostly performing his own music. In addition to solo and duo piano pieces, these concerts usually included some of his songs (with his wife a frequent collaborator) and often one of his three violin sonatas. Grieg considered the sonatas to be among his finest works and he often played the piano part for them, at social gatherings as well as public concerts. Grieg finished the Third Sonata in January 1887 and he joined violinist Adolf Brodsky in its premiere at the Gewandhaus in Leipzig in December that year. That was highly successful and the Sonata quickly became a popular favorite in Europe.

Grieg was sometimes stereotyped as a miniaturist and folklorist, ill-suited to abstraction and the standard classical forms, but this sonata is a big-boned work, and bold in its treatment of sonata form in the two outer movements. The first movement is a marvel of concentrated themes, relentlessly contrasted and juxtaposed. The central Romanza is A-B-A form, with a serenely lyrical, quasi-folk song in E major wrapped around a fast, brittle dance in E minor. The finale is also a crisp dance in the main, but with an urgent and mysterious development section and a triumphant apotheosis in C major.