Proper Generalized Decompositions: An Introduction to Computer Implementation with Matlab by Elias Cueto
Proper Generalized Decomposition (PGD) is a method for numerical simulation in many fields of applied science and engineering. As a generalization of Proper Orthogonal Decomposition or Principal Component Analysis to an arbitrary number of dimensions, PGD is able to provide the analyst with very accurate solutions for problems defined in high dimensional spaces, parametric problems and even real-time simulation.