Dakota Reference Manual: svd

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svd

Calculate the coefficients of a polynomial chaos expansion using the singular value decomposition.

## Specification

Alias: none

Argument(s): none

## Description

Calculate the coefficients of a polynomial chaos expansion using the singular value decomposition. When the number of model runs exceeds the number of terms in the PCE, the solution returned will be the least-squares solution, otherwise the solution will be the minimum norm solution computed using the pseudo-inverse.