Specify Principal Components as the form of the expansion to be used in the random field representation. THIS IS AN EXPERIMENTAL CAPABILITY.


  • Alias: None

  • Arguments: None


Principal Components and Karhunen-Loeve are very similar functional forms of the expansion. They both use basis functions which are eigenvectors of the covariance matrix of the random field data. However, in principal components, we parameterize the coefficients of the expansion to be Gaussian process models which are functions of the uncertain parameters used to generate the initial ensemble of data representing the random field. THIS IS AN EXPERIMENTAL CAPABILITY UNDER ACTIVE DEVELOPMENT.

Default Behavior The default expansion form is Karhunen-Loeve.