初始向量选择对三对角矩阵增强多方差积表示的影响

Cosar Gozukirmizi, M. Demiralp
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引用次数: 5

摘要

增强多方差积表示(Enhanced Multivariance product Representation, EMPR)是在高维模型表示(High Dimensional Model Representation, HDMR)的基础上推广形成的一种函数分解方法。EMPR也可用作基质分解器。这种方法建立在递归EMPR的基础上,它将一个矩阵分解成三个矩阵的乘积:一个标准正交矩阵,一个矩形三对角矩阵和另一个标准正交矩阵。该公式递归的初始向量是两个归一化的支持向量。这项工作的重点是方法的实现和这些支持向量的选择。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Influence of Initial Vector Selection on Tridiagonal Matrix Enhanced Multivariance Products Representation
Enhanced Multivariance Products Representation (EMPR) is a function decomposition method formed by generalization of High Dimensional Model Representation (HDMR). EMPR may be utilized as a matrix decomposer also. The method here builds upon recursive EMPR and it decomposes a matrix into a product of three matrices: an orthonormal matrix, a rectangular tridiagonal matrix and another orthonormal matrix. The initial vectors of the recursion of the formulation are two normalized support vectors. This work focuses on implementation of the method and the choice of these support vectors.
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