MATLAB quits during PCE calculation

Hi @Aep93,

Sorry for not answering earlier. I saw that you got helpful advice from @bsudret in PCE with many inputs. What I meant is that using no q-norm truncation, no restriction of interaction order, and a degree of 6 for 44 input variables, the number of basis functions and of coefficients to compute is so large (P = 15'890'700) that Matlab might run out of memory. This is the most likely explanation for the crash you observed.

If you use a degree of 6, I would say that a q-norm truncation of at least 0.7 is needed to keep the number of basis elements in a reasonable range (with which I mean less than 100’000). For a degree of up to 10, you need to choose an even smaller q-norm and/or restrict the interaction order.

Good luck! :slight_smile:

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