Lt_GP

Computes a matrix square root of C = Lt

The active subspace method is a sensitivity analysis technique that finds important linear combinations of input variables for a simulator. This package provides functions allowing estimation of the active subspace without gradient information using Gaussian processes as well as sequential experimental design tools to minimize the amount of data required to do so. Implements Wycoff et al. (JCGS, 2021) <doi:10.48550/arXiv.1907.11572>.

Nathan Wycoff

activegp

Gaussian Process Based Design and Analysis for the Active
Subspace Method

Lt_GP function

<dl><dt>...</dt>
<dd>Parameters to be passed to C_GP, if C was not provided.</dd>
<dt>C</dt>
<dd>the result of a call to C_GP. If provided, all other arguments are ignored.</dd></dl>

Arguments

Active Subspace Prewarping — Lt_GP

<dl>

<dt>...</dt>
<dd>Parameters to be passed to C_GP, if C was not provided.</dd>


<dt>C</dt>
<dd>the result of a call to C_GP. If provided, all other arguments are ignored.</dd>

</dl>

Lt_GP: Active Subspace Prewarping

Description

Usage

Value

Arguments