Publication result detail

Generalization of coloring linear transformation

NOVÁK, L.; VOŘECHOVSKÝ, M.

Original Title

Generalization of coloring linear transformation

English Title

Generalization of coloring linear transformation

Type

Paper in proceedings (conference paper)

Original Abstract

The paper is focused on linear transformations between correlated and uncorrelated Gaussian random vectors. Two well-known linear transformation techniques, namely the Cholesky decomposition and Eigen-decomposition (principal component analysis), are shown to be special cases of the generalized transformation presented in the paper. Conclusions presented herein may be useful for structural reliability analysis with correlated random variables/fields.

English abstract

The paper is focused on linear transformations between correlated and uncorrelated Gaussian random vectors. Two well-known linear transformation techniques, namely the Cholesky decomposition and Eigen-decomposition (principal component analysis), are shown to be special cases of the generalized transformation presented in the paper. Conclusions presented herein may be useful for structural reliability analysis with correlated random variables/fields.

Keywords

Linear transformation, correlation, Cholesky decomposition, Eigen-decomposition

Key words in English

Linear transformation, correlation, Cholesky decomposition, Eigen-decomposition

Authors

NOVÁK, L.; VOŘECHOVSKÝ, M.

RIV year

2019

Released

25.05.2018

Location

Ostrava

ISBN

978-80-248-4175-5

Book

Sborník příspěvků vědecké konference Spolehlivost konstrukcí & Modelování v mechanice 2018

Pages from

1

Pages to

9

Pages count

6

URL

https://www.fast.vsb.cz/228/cs/konference-a-seminare/spolehlivost-konstrukci/2018/

BibTex

@inproceedings{BUT150910,
  author="Lukáš {Novák} and Miroslav {Vořechovský}",
  title="Generalization of coloring linear transformation",
  booktitle="Sborník příspěvků vědecké konference Spolehlivost konstrukcí & Modelování v mechanice 2018",
  year="2018",
  pages="1--9",
  address="Ostrava",
  isbn="978-80-248-4175-5",
  url="https://www.fast.vsb.cz/228/cs/konference-a-seminare/spolehlivost-konstrukci/2018/"
}