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Article Summary: Orthogonal Latin Hypercube Design

Brief introduction about Orthogonal design (OD)

A Latin Hypercube Design (LHD) with zero correlation for each pair of its factors is said

to be orthogonal. Therefore, an orthogonal design (OD) is a matrix whose effects in a model of

any factor sum to zero (Georgiou 1530-1540). It is to say that an OD of order n and type (s1,...,

s ) (s > 0). Orthogonal independent variables are suitable in regression models as the estimates
u i

of the interaction coefficients and factors are uncorrelated. Also, where the sum of factor

columns in a matrix equals zero, then a design experiment is said to be an orthogonal design.

Explanation about how orthogonal design work

An orthogonal design is a matrix whose sum of factor columns equals to zero.

An Orthogonal Design is made up by an n × n matrix A with an n order denoted as OD (n). Thus,

an Orthogonal Design (OD) of order n and type (s1 , . . . su) (si ˃0) will be denoted as OD(n; s1, .

. . .su), on the commuting variables x1. . . , xu, an n × n matrix A with entries from (0,±x1, . . . ..

±xu) will be as illustrated as follows;

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Therefore, an Orthogonal Design:

 Comprises of the entries (0, ±x1 , . . . . . . . ±xu)

 Each column of Ā is a permutation of {x1 , . . . . . . ,xn} whose elements are

obtained from A by changing −xi to xi; i = 1, . . . , n;

 The inner product of two different columns is zero.

Alternatively, the rows of matrix A are could be orthogonal with each row as an Si entry

of the type ±xi such that the orthogonal design matrix appears as follows:

Therefore, two vectors are orthogonal where the summation of their cross-element

product equals to zero. Orthogonal Design matrix A is made up of an order n and type (s1 , . . .

su) (si ˃0). Thus, the concept of orthogonal designs is applied in design experiments to determine
interdependence.

Example of Orthogonal Design

As an example of theorem 2, let n = 15s + 4, where s = 0. An OLH2(15, 4) design exists

as shwn below (Dey and Sarkar):

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Construction of Orthogonal Design

Construction of an orthogonal design (OD) requires four circulant matrices A B C D of

order n that satisfy the equation AAT+BBT+CCT+DDT=fIn. With R as the back-diagonal matrix,

then the matrix will be as shown:

Theorem 2

For an Orthogonal design matrix to exist, the key restriction lies with the maximum

number of variables that can possibly occur in an OD of order n (Georgiou 1530-1540). Theorem

2 suggests that If D is an orthogonal design ,then there exists an orthogonal LHD with

2n runs and n factors.

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Let the variables in D be a1,..., an. Thus . Next step will be to replace

the variables by integers (1, 3, 5,... , 2n − 1), notably; these are odd numbers. Thus,

. From Set X = (E −E), X is a permutation of (−2n + 1, −2n + 3, ... ,

−3, −1, 1, 3, ... , 2n − 3, 2n − 1). Hence, gives the desirable

Orthogonal LHD design with 2n runs and n factors.

Using theorem 2, one can construct an orthogonal LHD with 2n = 8 runs and n = 4

factors, where; OD D = OD (4;1,1,1,1). This is attained by use of the four matrices by Goethals–

Seidel array where A=(a), B=(b), C=(c), D=(d) where the matrix is;

In addition, using theorem 2, one can construct an orthogonal LHD with 2n = 16 runs and

n = 8 factors, where; OD D=OD (8;1,1,1,1,1,1,1,1).

Corollary 1

If D is an orthogonal design OD (n; 1, ..., 1), then there exists an orthogonal LHD with 2n

+ 1 runs and n factors. Thus, an orthogonal LHD with 2n + 1= 9 runs and n = 4 factors by

Corollary 1 can be attained. Below is an example of corollary 1 (Yang and Liu):

Using Lemma 1, we let

C1 = (11 −11 ), D = (2a+a+bb

1
−2 a−b
a+b )
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and for any integer greater than one (r > 1), we define Cr and Dr as shown below:

Cr−1 Cr−1 D r −1 D ¿r−1+ 2r−1 aC ¿r −1

Cr = (
Cr−1 −Cr−1
, and Dr =) (
D r −1+2r aC r−1 −D ¿r−1 )
Therefore, the conclusions made for Lemma 1 are still valid and Dr (Theorem 1) is still

considered an OD(2r).

Criteria for measuring performance and evaluation of LHDs

The LHD’s properties include: space filling, point-distance and uniformity (Zhou et al.

1941-1951). The first criterion of evaluation is conducted by calculating alias matrices to fit a

first order model when second order effects may be present (Ifigenia and Georgiou). Assuming

that X is the LHD, Let the regression matrix for the first model be X1 and a column of ones and

m columns of X. For the possible two factor interactions, let the matrix be X int be the n × m (m −

1)/2 whereas the matrix for pure quadratic terms is Xquad be the n × m (Ifigenia and Georgiou).

Thus, the alias matrix for both two factor interactions (T) and pure quadratic terms (Q)

respectively is illustrated as:

Evaluating the performance of LHD regarding two factor interactions, the following measures

are proposed;
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Evaluating the performance of LHD regarding quadratic terms, the following measures are

proposed;

In these criteria of evaluation, the best alternative design is determined where the value of

one design is less than the other. Thus, design D1 is selected over D2 where the criterion of

interest for the former (D1) is less than the value of the latter (D2).

The second criterion for evaluation is based on inter-point distances (Ifigenia and

Georgiou). The rectangular distance of two points is given as dR (s, u) where s and u are the two

points; thus, the matrix X is given as whereas the Euclidean

distance matrix dE (s, u) is given as (Ifigenia and

Georgiou)

As such for a given design and Euclidean distance, the distance between two points (D) is

defined by the elements (D1. . . Dℓ) sorted from the smallest to the largest. The value of the

index can be as large as n (n−1)/2. Therefore, where Ji is the number of pair of runs in a design

and Di the distance, a maximin design X is attained where the distance Di is maximized and the

number of pair of runs Ji minimized. Thus, the maximin design runs as follows (D1, J1, D2, J2.

Dℓ , Jℓ).

The criteria of evaluation can be applied in ranking competing designs using a scalar

function such that the maximin design illustrates the highest-ranking design (Ifigenia and
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Georgiou). Where p = positive integer and D and J = row vectors, thus, family of functions

indexed by p is given as:

Thus, the design that minimizes ɸp is a maximin design.

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Works Cited

Dey, Aloke, and Deepayan Sarkar. "A new family of orthogonal Latin hypercube designs."

Australasian J. Combinatorics 69 (2017): 58-62.

Georgiou, Stelios D. "Orthogonal Latin Hypercube Designs From Generalized Orthogonal

Designs." Journal of Statistical Planning and Inference 139.4 (2009): 1530-1540. Web.

Ifigenia, Efthimiou, and Stelios D. Georgiou. "Some Classes Of Orthogonal Latin Hypercube

Designs." Statistica Sinica (2013): n. pag. Web. 3 Oct. 2019.

Yang, Jinyu, and Min-Qian Liu. "Construction of orthogonal and nearly orthogonal Latin

hypercube designs from orthogonal designs." Statistica Sinica (2012): 433-442.

Zhou, XiaoJian et al. "Sequential Latin Hypercube Design With Both Space‐Filling And

Projective Properties." Quality and Reliability Engineering International 35.6 (2019):

1941-1951. Web. 3 Oct. 2019.

https://www.sciencedirect.com/science/article/pii/S0885064X13000812