Research Article

Computational Method for Global Sensitivity Analysis of Reactor Neutronic Parameters

Algorithm 2

The calculation of sensitivity indices using sparse grid quadrature.
input:  
for     to     do
Cholesky decomposition of  
end for
diag
vec
for     to     do
 generate
size of
for     to     do
   node from
   sparse grid weight
  
  
  
end for
 calculate   , ,
return   , ,
end for