subspace_dist

Get the distance between subspaces defined as the ranges of A and B

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

subspace_dist function

<dl><dt>A</dt>
<dd>A matrix or const_C object.</dd>
<dt>B</dt>
<dd>Another matrix with the same number of rows as A, or const_C object of the same dimension.</dd>
<dt>r</dt>
<dd>A scalar integer, the dimension of the subspace to compare (only necessary if either A or B is a const_C object).</dd></dl>

Arguments

Get the distance between subspaces defined as the ranges of A and B — subspace_dist

<dl>

<dt>A</dt>
<dd>A matrix or const_C object.</dd>


<dt>B</dt>
<dd>Another matrix with the same number of rows as A, or const_C object of the same dimension.</dd>


<dt>r</dt>
<dd>A scalar integer, the dimension of the subspace to compare (only necessary if either A or B is a const_C object).</dd>

</dl>

subspace_dist: Get the distance between subspaces defined as the ranges of A and B

Description

Usage

Value

Arguments