Sandia National Laboratories

# svd

Calculate the coefficients of a polynomial chaos expansion using the singular value decomposition.

Specification

- Alias: None

- Arguments: None

Description

Calculate the coefficients of a polynomial chaos expansion using the singular value decomposition. When the number of model runs exceeds the number of terms in the PCE, the solution returned will be the least-squares solution, otherwise the solution will be the minimum norm solution computed using the pseudo-inverse.

## Exceptional service in the national interest

© 2023 National Technology and Engineering Solutions of Sandia, LLC. | Questions & Comments | Privacy & Security

Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.