Greetings,

I construct a PCE model using

`algo = ot.FunctionalChaosAlgorithm(train_in, train_out, jpdf, adaptiveStrategy, projectionStrategy)`

,

with

`projectionStrategy = ot.LeastSquaresStrategy()`

`adaptiveStrategy = ot.FixedStrategy(multivariateBasis, enumerateFunction.getStrataCumulatedCardinal(p))`

.

Having 9 input parameters and `p=3`

, the PCE basis consists of 220 polynomials. For a training data set of size 100 or 200, I get a solution (an inaccurate one, but still a solution), which should not be the case if the standard normal equations or QR decomposition solution methods are used for the least squares minimization, since the least squares system is underdetermined.

So, my question is, what kind of algorithm is used “under the hood” to compute the least squares solution? Is it some kind of optimization algorithm? If yes, which one?

Best,

Dimitris