compute_homoscedastic_outer_products

pyapprox.optimal_experimental_design.compute_homoscedastic_outer_products(factors)[source]

Compute

f(xi)f(xi)Ti=0,,M

at a set of design pts xi.

for the linear model

y(x)=F(x)θ+η(x)ϵ
factorsnp.ndarray (M,N)

The N factors F of the linear model evaluated at the M design pts

Returns
homoscedastic_outer_productsnp.ndarray (N,N,M)

The outer products of each row of F with itself, i.e. f(xi)f(xi)T