Lt_GP {activegp}

Active Subspace Prewarping

Description

Computes a matrix square root of C = Lt

Usage

Lt_GP(..., C)

Arguments

...

Parameters to be passed to C_GP, if C was not provided.

C

the result of a call to C_GP. If provided, all other arguments are ignored.

Value

The matrix Lt which can be used for sensitivity prewarping, i.e. by computing Xw = X