Arrowheaded Enhanced Multivariance Products Representation for Matrices (AEMPRM): Specifically Focusing on Infinite Matrices and Converting Arrowheadedness to Tridiagonality

摘要

In this work, Enhanced Multivariance Products Representation (EMPR) approach which is a Demiralp-and-his-group extension to the Sobol's High Dimensional Model Representation (HDMR) has been used as the basic tool. Their discrete form have also been developed and used in practice by Demiralp and his group in addition to some other authors for the decomposition of the arrays like vectors, matrices, or multiway arrays. This work specifically focuses on the decomposition of infinite matrices involving denumerable infinitely many rows and columns. To this end the target matrix is first decomposed to the sum of certain outer products and then each outer product is treated by Tridiagonal Matrix Enhanced Multivariance Products Representation (TMEMPR) which has been developed by Demiralp and his group. The result is a three-matrix-factor-product whose kernel (the middle factor) is an arrowheaded matrix while the pre and post factors are invertable matrices decomposed of the support vectors of TMEMPR. This new method is called as Arrowheaded Enhanced Multivariance Products Representation for Matrices. The general purpose is approximation of denumerably infinite matrices with the new method.