Set the number of points used to build a PCE via regression to be proportional to the number of terms in the expansion.
Specification
Alias: None
Arguments: REAL
Description
Set the number of points used to build a PCE via regression to be proportional to the number of terms in the expansion. To avoid requiring the user to calculate N from n and p, the collocation_ratio allows for specification of a constant factor applied to N (e.g., collocation_ratio = 2. produces samples = 2N). In addition, the default linear relationship with N can be overridden using a real-valued exponent specified using ratio_order. In this case, the number of samples becomes where is the collocation_ratio and is the ratio_order. The use_derivatives flag informs the regression approach to include derivative matching equations (limited to gradients at present) in the least squares solutions, enabling the use of fewer collocation points for a given expansion order and dimension (number of points required becomes ).
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.
