update_C2 {activegp}

Update Constantine's C, using update formula

Description

Update Constantine's C, using update formula

Usage

update_C2(C, xnew, ynew)

Arguments

C

A const_C object, the result of a call to C_GP.

xnew

The new design point

ynew

The new response

Value

Updated C matrix, a const_C object.

References

N. Wycoff, M. Binois, S. Wild (2019+), Sequential Learning of Active Subspaces, preprint.