Science and Technology of Nuclear Installations

Research Article

Computational Method for Global Sensitivity Analysis of Reactor Neutronic Parameters

Algorithm 1

The calculation of sensitivity indices using Monte Carlo quadrature.
input:  
for     to     do
  Cholesky decomposition of  
 
end for
diag
vec
for     to     do
 for     to     do
   -dimensional quasi- or pseudo-random point
  
  
  
  
 end for
 
end for
calculate , ,
return   , ,