least_squares
Compute the coefficients of a polynomial expansion using least squares
Specification
Alias: None
Arguments: None
Default: svd
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
|---|---|---|---|
Optional (Choose One) |
LSQ Regression Approach |
Calculate the coefficients of a polynomial chaos expansion using the singular value decomposition. |
|
Calculate the coefficients of a polynomial chaos expansion using equality constrained least squares. |
Description
Compute the coefficients of a polynomial expansion using least squares. Specifically SVD-based least-squares will be used for solving over-determined systems. For the situation when the number of function values is smaller than the number of terms in a PCE, but the total number of samples including gradient values is greater than the number of terms, the resulting over-determined system will be solved using equality constrained least squares
