Use the ranked method to obtain the rotation matrix
Specification
Alias: None
Arguments: None
Description
In this case the construction of the th row, with , of the rotation matrix is performed by putting the th largest linear PCE coefficient in the column that it occupies in the first row.
Theory
The first row of the rotation captures the complete Gaussian components and is suggested as the leading direction. By the construction in this method, the other rotated variables are the variables in the original space that have the greatest sensitivity in descending order. The particular construction makes sure that the importance of the adapted variables is in descending order, which permits the possibility of reduced representation.
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.
