Abstract
Doubly coupled designs (DCDs) have better space-filling properties between the qualitative and quantitative factors than marginally coupled designs (MCDs) which are suitable for computer experiments with both qualitative and quantitative factors. In this paper, we propose a new class of DCDs, called group doubly coupled designs (GDCDs), and provide methods for constructing two forms of GDCDs, within-group doubly coupled designs and between-group doubly coupled designs. The proposed GDCDs can accommodate more qualitative factors than DCDs, when the subdesigns for the qualitative factors are symmetric. The subdesigns of qualitative factors are not asymmetric in the existing results on DCDs, and in this paper, we construct GDCDs with symmetric and asymmetric designs for the qualitative factors, respectively. Moreover, detailed comparisons with existing MCDs show that GDCDs have better space-filling properties between qualitative and quantitative factors. Finally, the methods are particularly easy to implement.
MSC:
62K05; 62K99
1. Introduction
Computer experiments are an effective method for exploring complex systems and scientific problems [1,2].The space-filling properties, which measure the uniformity of the design points in the experimental space, are critical for effectively exploring the experimental region of computer experiments [2]. Latin hypercube designs (LHDs), proposed by [3], are widely used space-filling designs for computer experiments. Such designs are often used in computer experiments with quantitative factors because they achieve optimal univariate uniformity. Computer experiments involving only quantitative factors have received considerable attention [1,2]. However, researchers usually encounter computer experiments involving both qualitative and quantitative factors; see [1,4,5,6,7,8,9,10,11,12,13].
Sliced Latin hypercube designs (SLHDs) proposed by [14] are LHDs that can be partitioned into some LHD slices, which not only maintain the optimal univariate uniformity but for each slice as well. SLHDs are popular for computer experiments with both qualitative and quantitative factors; see [9,10,15] and the references therein. Each slice of an SLHD can be used at one level combination of the qualitative factors. However, its number of runs increases dramatically with the number of level combinations of the qualitative factors. This is thus suitable for situations where there are few level combinations of the qualitative factors or where the cost of runs is low.
Inspired by the notion of SLHD, [16] proposed the marginally coupled designs (MCDs). Their key feature is that for each level of any qualitative factor, the design points for the quantitative factors can form a small LHD, and they have fewer runs than SLHDs. In recent years, improvements for MCDs include, but are not limited to, its quantitative factors design with column orthogonality and multi-dimensional stratifications; for more details, refer to [17,18,19,20]. MCD, however, appears to be inapplicable when it is necessary to study the stratification between multiple qualitative factors and quantitative factors, whereas a design with such properties can be useful for studying the interaction between two qualitative factors and quantitative factors.
To this end, [21] proposed the doubly coupled designs (DCDs). It not only maintains the properties of MCDs, but also ensures that the design points for the quantitative factors can form an LHD corresponding to any level combination of any two qualitative factors. In a DCD, the subdesign for qualitative factors is an orthogonal array (OA). Equal-level and mixed-level orthogonal arrays are called symmetric and asymmetric orthogonal arrays, respectively. In the DCDs constructed by [21], the subdesign for qualitative factors is a symmetric orthogonal array. However, in real-world problems, there exist qualitative factors with mixed levels, and the design of the qualitative factors is usually an asymmetric OA. At present, there are no studies of DCDs with qualitative factors being asymmetric OAs. The latter construction cannot be a simple extension of the former. Moreover, the existing DCDs have an upper bound on the number of qualitative factors, namely, no more than the number of levels of qualitative factors. Therefore, existing DCDs are inapplicable when the qualitative factors are mixed-level or when the number of qualitative factors exceeds the number of their levels.
For a computer experiment with q s-level qualitative factors and p quantitative factors, an MCD is appropriate if there is no interaction effect between any two qualitative factors and all quantitative factors; if and there is the interaction effect between any two qualitative factors and all quantitative factors, a DCD is applicable. However, neither an MCD nor a DCD is suitable, when , some qualitative factors and all quantitative factors have such interaction effects, and some do not. Suppose that in an experiment there are four qualitative factors, the type of concentration of cell lysis reagent (A1, A2), the type of stain (Blue, Red, Pink), the shape of the cell slides (Thick, Moderate, Thin), and the cells’ activity (Dead, Alive) as well as other quantitative factors. We know that only the two qualitative factors, the type of concentration of cell lysis reagent and the shape of the cell slides, have the interaction effect with all quantitative factors. Obviously, both an MCD and a DCD are not suitable for such an experiment. Thus, we need to adopt a design that satisfies two properties: (i) the whole design is an MCD; and (ii) the columns of some qualitative factors and the columns of all quantitative factors form a DCD. In this paper, we focus on such designs and call them group DCD (GDCD).
In addition, not only can the GDCDs contain more qualitative factors, but the designs for the qualitative factors can be asymmetric OAs. Therefore, the level types of GDCDs are more flexible than those of DCDs. Our methods construct two forms of GDCDs, within-group DCDs and between-group DCDs. In a within-group DCD (WGDCD), the design of the qualitative factors can be divided into several groups, and the design of any two qualitative factors from the same group coupled with the design of the quantitative factors is a DCD. Thus, columns in the same group have excellent stratification properties between qualitative and quantitative factors. In a between-group DCD (BGDCD), the design of the qualitative factors can also be split into several groups, and the design of any two qualitative factors from different level groups combined with the design of quantitative factors is a DCD. The methods for constructing WGDCDs and BGDCDs are similar and easy to implement and are given in Section 3.1 and Section 3.2, respectively. Since the space-filling property of GDCDS is similar to that of DCDs, the space-filling property of GDCDs is better than that of MCDs.
The article is organized as follows: Section 2 introduces the basic notation and definitions. Methods for constructing GDCDs and the corresponding examples are given in Section 3. Comparison was made in Section 4. Section 5 provides conclusions and discussion. All proofs are deferred to Appendix A.
2. Definitions and Notation
Let denote the Galois field of order s, where and . An matrix D is called a difference scheme over , denoted by , if it has the property that every element of in the vector difference between any two distinct columns in D occurs times equally. For details of the difference schemes, refer to Section 6.1 of [22]. An matrix is called an asymmetric orthogonal array of strength t, denoted by , , if any of its submatrix satisfies all possible t-tuples occur equally often, where the level of the first columns is taken from , the level of the next columns is taken from , and so on. When all the ’s are equal to s, the orthogonal array is symmetric, denoted by .
We now review the Rao-Hamming construction in Section 3.4 of [22]. For a prime power s, let and be two s-level columns of length with entries from , , where and . Suppose that and are independent. We apply the Rao-Hamming construction in [22] to obtain an Y, i.e., over , where .
An matrix that each column is a permutation of integers is called an LHD, denoted by . and are two n-dimensional column vectors with all entries being zeros and ones, respectively. Let represent the transposition of matrix A. For an matrix A and an matrix B, = and = represent the Kronecker sum and Kronecker product, respectively, where is the th entry of A.
Suppose there is an , if its rows can be divided into ’s, and for j = 1, 2, remains the same, then called the array as -resolvable orthogonal array, denoted by . Especially, when , then the array reduces to . If , the array is called a completely resolvable orthogonal array (CROA).
Let be an n-run design with q qualitative factors and p quantitative factors, where the subdesigns A and L are qualitative factors and quantitative factors, respectively. The design D is called a marginally coupled design, denoted by , , if it satisfies: (i) A is an ; (ii) L is an ; and (iii) the rows in L, corresponding to each level of any factor in A, form a small LHD. When , , the MCD is denoted as .
Let be an . The design is called a doubly coupled design, denoted by , if it satisfies that the rows in , corresponding to each level combination of any two factors in , form a small LHD. When , , the DCD is denoted as . Obviously, is an , is an , and the rows in , corresponding to each level combination of any t factors in , form a small LHD for .
Definition 1.
Let be an , , where is an , L is an , is an , .
(i) The D is called a within-group DCD (WGDCD), denoted by , if is a DCD for . When and , then we denote such D by .
(ii) The D is called a between-group DCD (BGDCD), denoted by , if is a DCD, where and are the jth column in and the nth column in , respectively, for , j = , n = . When and , then we denote such D by .
From Definition 1, it is easy to see that is a in a , for . For any , Corollary 1 of [21] shows that . Similarly, we have the following Corollary 1.
Corollary 1.
If a WGDCD with A being an exists, then , .
Corollary 1 above tells us that the can accommodate up to qualitative factors.
Here we provide some results on the existence of GDCDs. Recall the definition of GDCDs, a GDCD of n runs has two subdesigns, A and L, which are for q qualitative factors and p quantitative factors, respectively. Theorems 1 and 2 below establish the necessary and sufficient conditions of the existence of WGDCDs and BGDCDs, respectively. For ease of expression, for an column vector d, define and based on d. Let be the vth entry of d, and , , where and are the vth entries in and , respectively, and represents the largest integer not exceeding a.
Theorem 1.
Suppose is an , is an , where is the kth column of L, . Let be the jth column of for , j = . Then design is a if and only if:
(i) is an , for any , , ; and
(ii) is an , for any , , .
Theorem 2.
Suppose is an , is an , where is the kth column of L, . Let be the jth column of for , j = . Then design is a if and only if:
(i) is an , for any , , ; and
(ii) is an , for any , , , .
Theorems 1 and 2 establish the existence of GDCDs in terms of the relations between the individual columns in A and , and between any pair of columns in A and or .
3. Construction of GDCDs
Since the existing DCDs in [21] have an upper bound on the number of qualitative factors, that is not exceeding the number of levels. The subdesigns for qualitative factors are all symmetric OAs, in the DCDs constructed by [21]. This section, therefore, describes four main construction algorithms to produce different GDCDs that can contain more qualitative factors. Two forms of GDCDs, WGDCDs and BGDCDs, are provided for different needs. In Section 3.1, two algorithms were proposed for constructing WGDCDs with equal-level and mixed-level qualitative factors, respectively. In Section 3.2, two algorithms were proposed for generating different BGDCDs with mixed-level qualitative factors. These newly constructed designs with qualitative factors can be either symmetric or asymmetric. Different initial DCDs are used in the construction Algorithms 1, 3 and 5. The above constructions lead the resulting designs to entertain more qualitative factors and mixed-level qualitative factors, compared with the existing DCDs.
3.1. Construction of WGDCDs
Existing DCDs have few columns and do not work if the problem under study has or more factors (s is the number of levels of qualitative factors). To be able to study the relationship between more qualitative and quantitative factors, this section presents WGDCDs, which can accommodate more qualitative factors with equal or mixed levels than DCDs. The construction of WGDCDs is presented in the next two subsections.
3.1.1. Construction of WGDCDs with Symmetric Qualitative Factors
Suppose there exists a difference scheme of strength 2, denoted by , where r is a multiple of s, , and an initial . Such difference scheme and are used in the following algorithm to construct a , where A is an , each group of the subdesign A is a symmetric . For clarity, let Kronecker sum ⊕ in Algorithm 1 be defined over the Galois field of order s ().
| Algorithm 1 Construction of WGDCDs with symmetric qualitative factors |
|
Proposition 1.
The design obtained by Algorithm 1 is a .
The initial design in Step 1 is a DCD, which can be obtained from [21]. The subdesign A of the design D constructed by Algorithm 1 is an and can be divided into c groups of q columns each, forming an . There are excellent stratification properties between the columns in the same group and L. DCDs with s-level qualitative factors can accommodate up to s qualitative factors according to Corollary 1 of [21]. However, the WGDCDs constructed by Algorithm 1 can accommodate up to qualitative factors. The following example gives an illustration of Algorithm 1, where the initial DCD is taken from the first four columns of Table 1 in [21].
Example 1.
Consider a design with the initial as in Table 1. By using the following difference scheme , matrix C and any H, we can obtain A and L in Algorithm 1, respectively. The resulting design is listed in Table 2. It is easy to check that the D is a . Obviously, the subdesign A can be divided into 4 groups of 2 columns each, forming an OA. Let , where is an , then is a , . The outperforms obtained by [21] in terms of the number of qualitative factors. Figure 1 shows that the maximum one-dimensional projection uniformity of L with respect to each level combination of any one or two factors in .
Table 1.
The used in Example 1.
Table 2.
in Example 1.
Figure 1.
Projection of L in Example 1. Scatter plots of versus in Example 1: (a) points represented by ∘ and • correspond to the levels 0, 1 of , respectively; (b) points represented by ∘ and • correspond to the levels 0, 1 of , respectively; (c) points marked by □, solid □, ∘, and • correspond to the level combinations (0, 0), (0, 1), (1, 0), and (1, 1) of .
, and .
3.1.2. Construction of WGDCDs with Asymmetric Qualitative Factors
Next, we provide another method to construct a WGDCD with the subdesign A for qualitative factors being an asymmetric OA. Without loss of generality, we consider the case of , i.e., is an in this paper. Here we assume that and n must be a multiple of . The following algorithm is to construct a , with being an , where is an and is an , L is an .
We apply the Rao-Hamming construction in Section 3.4 of [22] to obtain the orthogonal arrays E and F in Algorithm 2. For example, if , then an E can be obtain by the Rao-Hamming construction over , as
After row permutation, E can be transformed into
It is easy to see that
| Algorithm 2 Construction of WGDCDs with asymmetric qualitative factors |
|
Theorem 3.
The design obtained by Algorithm 2 is a with .
Clearly, in Theorem 3, A can be divided into two groups, denoted as , where and are and , respectively. Obviously, and are a and a , respectively. It is not difficult to find that the number of columns in each group of the subdesign A in the design D constructed by Algorithm 2 almost reaches its number of levels. The total number of qualitative factors is . The designs constructed by Algorithm 2 cannot be constructed in [21], because the subdesigns for qualitative factors, constructed by [21], are all symmetric OAs. An illustration of Algorithm 2 is given in the following example.
Example 2.
Construct a , when . In Step 1, E and F (after rows permuting) are obtained using the Rao-Hamming construction as follows,
, . In Step 2, obtain . Let . In Step 3, let . We can get L is an . In Step 5, the resulting design is a and shown in Table 3. A visualization of this example is shown in Figure 2. Clearly, Figure 2 shows the design points of quantitative factors enjoy the maximum one-dimensional stratification corresponding to each level combination of any two qualitative factors in and , respectively.
Table 3.
in Example 2.
Figure 2.
Projection of L in Example 2. Scatter plots of versus in Example 2: (a) points marked by □, solid □, ∘, and • correspond to the level combinations (0,0), (0,1), (1,0), and (1,1) of , respectively; (b) points marked by ∘, ▵, long -, small •, and large •, rectangle, solid ▵, + correspond to the level combinations (0,0), (0,1), (0,2), (0,3) and (1,0), (1,1), (1,2), (1,3) of , respectively; and points marked by short -, ×, *, large solid □, and solid ⋄, ⋄, small solid □, □ correspond to the level combinations (2,0), (2,1), (2,2), (2,3), and (3,0), (3,1), (3,2), (3,3) of , respectively.
If a small MCD can be constructed, then a large MCD with more columns can be constructed following Construction 3 of [16]. Similar to Construction 3 of [16], based on the obtained by Algorithm 2, a series of new WGDCDs with more columns can be constructed by Corollary 2 as follows.
Corollary 2.
Let be an , where is the orthogonal array with levels, . If for some u, there are difference schemes of strength two, denoted by , for j = 1,2, then the design = over and is an . Let C be an matrix with all elements being ones, H be an any , obtain an LHD = , then (,) is a .
3.2. Construction of BGDCDs
Section 3.1 is devoted to constructing WGDCDs with either equal-level or mixed-level qualitative factors, where each group of A in a WGDCD achieves excellent stratification between any two qualitative factors and quantitative factors. We now construct the second type of GDCDs, the BGDCDs with mixed-level qualitative factors. In a , a multiple relation between and is required, i.e., . But, in a , this relation may or may not be present. Compared to WGDCDs, the BGDCDs have better stratification properties between any two qualitative factors from different groups of A and quantitative factors. Since the qualitative factor designs in DCDs constructed by [21] are symmetric OAs, we focus on the case that the qualitative factor designs are asymmetric OAs in Section 3.2.
3.2.1. Construction of BGDCDs Based on
In this section, we also construct BGDCDs using an initial DCD . Here we only discuss the case of BGDCDs with asymmetric qualitative factors. Since in an initial DCD is a symmetric OA, then WGDCDs like the one in Section 3.1.1 can be obtained by Algorithm 3 below. In light of Corollary 2, we propose Algorithm 3 below. In Step 2 of Algorithm 3, the ⊕ operator is based on and .
| Algorithm 3 Construction of BGDCDs based on |
|
Remark 1.
The design is an MCD which can be obtained from [23]. The generated by Algorithm 3 has two cases: (i) When in M, the design is a DCD with equal-level qualitative factors; (ii) Otherwise the obtained design is a DCD with mixed-level qualitative factors. In addition, design obtained from Step 2 is an , where is an , j = 1,2.
Proposition 2.
According to Algorithm 3, we have the following results:
(i) The design obtained from Step 1 is a , where is an , is an ;
(ii) The design obtained from Algorithm 3 is a .
In a requires . But, for the BGDCDs constructed by Algorithm 3, this multiple relation is unnecessary. Next, we give an illustrative example of Algorithm 3.
Example 3.
First, the design in Table 4 is an of 6 runs for two qualitative factors and two quantitative factors . Here M is an asymmetric and B is an . In Step 1, let and juxtapose the two M’s row by row to obtain , which is an and can be partitioned into two full factorial designs, while using B to obtain . Then we can obtain design in Table 5 is a . It can be easily checked that the rows in corresponding to any level combination of any one or two factors in form an LHD.
Table 4.
in Example 3.
Table 5.
The used in Example 3.
Second, take , , and . Then by Step 2 and Step 3, we obtain that the design D is a . The final design is shown in Table 6. Figure 3 reflects the projection property of L, with respect to level combinations of () and (), respectively.
Table 6.
in Example 3.
Figure 3.
Projection of L in Example 3. Scatter plots of versus in Example 3: (a,b) points represented by •, solid ▵, ▵, solid ⋄, ×, □ correspond to the level combinations (0, 0), (0, 1), (0, 2), and (1, 0), (1, 1), (1, 2) of () ( () ), respectively.
3.2.2. Construction of BGDCDs Based on -ROAs
For the constructed by Algorithm 3, the number of columns in A is determined by the number of columns in , which is taken from the initial design . Since the has only two columns, the number of columns in A is very small. To solve this problem, we propose Algorithms 4 and 5. The initial design is constructed using Algorithm 4, and based on this initial design, a BGDCD with a large number of qualitative factor columns can be constructed by Algorithm 5. Before presenting Algorithm 4, we give Theorem 4 and Proposition 3, which are extremely useful for Algorithm 4.
According to Lemma 1 derived by [17] and Lemma 2 derived by [21], we present the necessary and sufficient condition for the existence of DCDs when is an asymmetric with . To drive this result, we define matrices , and based on . For in a DCD , is the kth column of , is the th entry of , . Let , = , and = , where , and are the th entries in , and , respectively, and s is the number of levels of qualitative factors in , represents the largest integer not exceeding a. Let , and be the kth columns of , and , respectively. Refs. [17,21] derived Lemmas 1 and 2 below, respectively.
Lemma 1
([17]). Given is an , is an and is defined as above, then is an if and only if for , is an asymmetric , where is the kth column of .
Lemma 2
([21]). Suppose that is an and is an . The design is a if and only if
(i) is an , for any , ; and
(ii) is an , for any , .
Theorem 4.
Suppose that is an , where , , M and B are the first columns and the last column of , respectively, is an , then the design is a , if and only if, for :
(i) is an , is the ith column of M, ;
(ii) is an ;
(iii) is an , ;
(iv) is an , .
Proposition 3.
When is an , , , exists, if and only if can be divided into λ, and M is a .
Inspired by Proposition 3, we give Algorithm 4 to construct a DCD, which can be used as an initial design for Algorithm 5.
| Algorithm 4 Construction of |
|
Theorem 5.
The design obtained by Algorithm 4 is a , where is an asymmetric , is an .
From Proposition 3, it is clear that Theorem 5 is true. According to Corollary 1 of [21], we have the following Corollary 3.
Corollary 3.
For the design in Theorem 5, we have .
The proof of Theorem 4 is straightforward. In Algorithm 4, Step 1 is devoted to creating the satisfying the requirements in Proposition 3. The above steps produce different quantitative columns. In other words, Algorithm 4 provides the DCDs with many quantitative factors. The following example gives an illustration of Algorithm 4.
Example 4.
Consider a (2×1)-resolvable orthogonal array is an , where , . Let , , . According to Step 1, we obtain . In Step 2 and Step 3, let , , , for . Then we can obtain the corresponding in . According to Step 4, a is constructed as in Table 7. From Figure 4, we can verify that the rows in corresponding to each level combination of any one or two factors in form an LHD. Obviously, this satisfies the definition of DCD.
Table 7.
in Example 4, where .
Figure 4.
Projection of in Example 4. Scatter plots of versus in Example 4: (a) points represented by □, ⋄, ▵, ×, * and solid □, solid ⋄, solid ▵ correspond to the level combinations (0, 0), (0, 1), (0, 2), (0, 3) and (1, 0), (1, 1), (1, 2), (1, 3) of (); (b) points marked by □ and • correspond to the levels 0 and 1 of ; (c) points represented by □, ⋄, ▵ and ∘ correspond to the levels 0, 1, 2 and 3 of B.
Next, we propose another algorithm to construct based on the DCD constructed by Algorithm 4. Similar to Corollary 2, mixed-level difference schemes are used in Algorithm 5.
| Algorithm 5 Construction of BGDCDs based on -ROAs |
|
Theorem 6.
The design obtained by Algorithm 5 is a , where A is an asymmetric , L is an .
The result of Theorem 6 just follows from the proofs of Propositions 1 and 2.
Remark 2.
In Algorithm 5, since is a , is also a . Therefore is a , i.e., subgroup of satisfies is a , for .
Example 5.
Consider a design , using the initial DCD as in Table 7, and delete the first column in (for saving space). By using the following difference schemes and , matrix C and any H, we can obtain A and L in Algorithm 5, respectively. The resulting design is listed in Table 8. As we can verify that is a , where is an .
Table 8.
in Example 5.
, , and .
4. Comparison
In this section, the GDCDs presented in this paper, including WGDCDs and BGDCDs, are compared with the existing DCDs and MCDs in terms of qualitative factors.
Table 9 compares the qualitative factor designs of the WGDCDs constructed by Algorithm 1 with that of the DCDs constructed by [21]. As we can see in Table 9, as the run size of the design increases, the number of qualitative factors in WGDCDs also increases, but the number of qualitative factors in DCDs remains constant. Therefore, the WGDCDs constructed by Algorithm 1 can accommodate more equal-level qualitative factors than DCDs constructed by [21] under the same runs; details see Table 9. Moreover, the subdesigns for qualitative factors in the DCDs from [21] are all symmetric OAs. To this end, from Algorithm 4 we construct the DCDs with the qualitative factor subdesigns being asymmetric OAs.
Table 9.
Comparisons between DCDs in [21] and WGDCDs .
On the other hand, we compare GDCDs, including WGDCDs and BGDCDs, with MCDs. Firstly, because the GDCDs have similar space-filling properties to DCDs, the GDCDs have better stratification properties between two qualitative factors and quantitative factors than the MCDs in [16,17,18,19,20]. Secondly, when the subdesigns for qualitative factors are mixed-level, Table 10 compares the qualitative factor designs of the GDCDs (WGDCDs and BGDCDs) with that of the MCDs. In [16] there is a relation in an MCD, i.e., , when the subdesign for qualitative factors is an . When the constraint conditions are the same, the designs constructed by Algorithms 2, 4 and 5 have better space-filling properties between qualitative factors and quantitative factors than the MCDs in [16]. Especially, the relation, , is not required in the BGDCDs constructed by Algorithm 3. Therefore, the level types of the BGDCDs constructed by Algorithm 3 are more flexible than those of MCDs in [16].
Table 10.
Comparisons of GDCDs (WGDCDs and BGDCDs) with the existing MCDs.
5. Conclusions and Future Research Directions
The existence of the interaction effects between any two qualitative factors and all quantitative factors in a computer experiment involving both qualitative and quantitative factors is very important for design selection. If no such effects exist, then an MCD is chosen; if the effects exist and the number of qualitative factors is no greater than the number of their levels, then a DCD is the best choice. When the number of qualitative factors exceeds the number of levels, neither an MCD nor a DCD can be used if some qualitative factors have the effects with quantitative factors and some do not. Inspired by this, we propose a new class of DCDs, namely GDCDs. A GDCD is an MCD, and the columns of some qualitative factors and all quantitative factors form a DCD. DCDs in [21] can only accommodate equal-level qualitative factors and the number of qualitative factors is also limited. Unlike DCDs, GDCDs can not only entertain more qualitative factors, but the qualitative factors can be either symmetric or asymmetric. In addition, GDCDs are equipped with better stratification properties between the qualitative and quantitative factors than the existing MCDs, whether the qualitative factors are symmetric or asymmetric.
In this paper, we propose two classes of GDCDs, namely WGDCDs and BGDCDs. While the algorithms for constructing WGDCDs and BGDCDs are similar and easy to implement, they differ in the initial DCDs used to construct the subdesign A. Four algorithms for constructing different GDCDs are provided. Algorithm 1 constructs WGDCDs based on the initial DCD , where the design of the qualitative factors is an . In contrast to DCDs in [21], whose number of qualitative factors is at most s, the WGDCDs obtained from Algorithm 1 can accommodate qualitative factors. The WGDCDs obtained from Algorithm 2 can entertain two different levels of qualitative factors, and the number of qualitative factors in each group can almost reach its bound. Similar to Algorithm 1, the designs obtained from Algorithm 2 with more qualitative factors can be further extended by using the difference schemes with mixed levels. Algorithm 3 not only constructs BGDCDs with two different levels of qualitative factors, but also constructs DCDs with mixed-level qualitative factors, and there is no multiple relation between and . Algorithm 4 provides the initial DCDs that contain more mixed-level qualitative factors and are needed in Algorithm 5. The BGDCDs obtained by Algorithm 5 can also be realized as WGDCDs in the groups extended by being an OA. Moreover, according to the comparisons in Section 4, the GDCDs in this paper, including WGDCDs and BGDCDs, outperform both MCDs in [16,17,18,19,20] and DCDs in [21].
An interesting but challenging direction for future research is to construct initial DCDs with more qualitative factors possessing different levels. Another possible direction is to construct GDCDs with L having high-dimensional space-filling properties, such as 2 to 3 dimensions, or to consider adding column-orthogonality within or between groups. The construction of such GDCDs is not trivial and cannot be easily extended. We hope to investigate this and report the results in the near future.
Author Contributions
Conceptualization, W.Z. and S.H.; methodology, W.Z. and S.H.; software, S.H. and M.L.; validation, W.Z. and S.H.; investigation, M.L.; resources, W.Z.; data curation, M.L.; writing—original draft preparation, W.Z. and S.H.; writing—review and editing, W.Z. and S.H.; visualization, M.L.; supervision, M.L.; project administration, M.L. All authors have read and agreed to the published version of the manuscript.
Funding
This work was supported by the Special Fund for Scientific and Technological Bases and Talents of Guangxi (Grant No. Guike AD21075008), the Guangxi Young Teachers Basic Ability Improvement Project (Nos. 2021KY0203), Shandong Provincial Natural Science Foundation, China (ZR2021QA053), and Science and Technology Project of Guangxi (Grant No. Guike AD23023002).
Data Availability Statement
Data are contained within the article.
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A. Proofs
Proof of Theorem 1.
Since is a special MCD, then (i) follows from the Proposition 1 of [17]. For part (ii), according to the property of a WGDCD, we know that is a DCD, therefore (ii) can be obtained from Theorem 1 of [21]. This completes the proof. □
Proof of Theorem 2.
Since is a special MCD, then (i) follows from the Proposition 1 of [17]. For part (ii), when is an , following the property of a BGDCD, i.e., the rows in L corresponding to each of level combinations of any two factors in and , respectively, form an . This means that each of all possible three-tuples in occurs only once. This completes the proof. □
From the Construction 3 of [16], we have the following result.
Lemma A1
([16]). Let be an , where is an , for , be a difference scheme (of strength 2), for , C be an matrix with all elements being ones, H be an , and M be an . If is an , then is an , where over the Galois field , , and .
When , Lemma A2 follows from Lemma A1.
Lemma A2.
Let B be an , be a difference scheme (of strength 2), C be an matrix of all 1’s, H be an , and M be an . If is an , then is an , where over and .
Lemma A3.
Let U be an , V be an , , h be an . η is a permutation of or . Let over , . If is a , then is a .
Proof of Lemma A3.
First, when , is a . When , U is a full factorial design, i.e., if is one row in U, then occurs in U only once.
(i) According to Lemma A1, is an MCD. From Lemma 1, is an , where is the ith column of T, .
(ii) For , then over can be transformed into U via row permutations, hence, T is r replicates of U. Therefore, can be transformed by row permutations into
where . For , let be the ith row of U, be the ith row of V, then following (1) above and , we know that
Since V is an , for , = .
Since U is a full factorial design, then is an . According to Lemma A2, we know that is a .
The second, when , according to the case , we need to show that can be transformed by row permutations into
where is a full factorial design, i.e., is an , is an . When , U is k replicates of , then T is replicates of . Following the definitions of T and W, can be transformed into , where , . Since = = , , = . From and , we know that is a . This completes the proof. □
Proof of Proposition 1.
(i) From Lemma A2, is an .
(ii) Let be any two columns of , , l be any column of L, then can be represented as over , where is one column of corresponding to , are two columns in corresponding to , and l can be expressed as , where is one column of corresponding to l, h is . Since is an , then there exist a k, such that . As is difference scheme of strength 2, and is one column in , therefore, there exist g, such that , and is a permutation of or . Since is a , is a , where is an , is an .
According to Lemma A3, we know that is a . From Lemma 2, both and are ; is an . According to the randomness of , it can be checked that is a , . From and above, we know that is a . This completes the proof. □
Proof of Theorem 3.
First, it is easily to check that is a permutation of , hence L constructed by Algorithm 2 is an . Second, to prove that the design D is an MCD, without loss of generality, we need to show that is an , j = 1,2, k = 1,2,…,p. For j = 2, according to , , then = . Next, we divide into parts, correspondingly, can be partitioned into parts, and since each part is a completely resolvable orthogonal array, is an . The proof of the case when j = 1 is similar to the proof for j = 2, and thus omit it. Therefore, the resulting design D is an . Finally, on account of replacing levels of the column with the form in by level combinations in in order, and following the above proof of the case when j = 2, we can verify that for j = 1, is a . Finally, it is easy to check that is an , then is a . This completes the proof. □
Proof of Proposition 2.
(i) We show that is a . The first, it can be easily checked that is an . Since is an MCD, we denote and are the first and the second column of M, respectively, is ith column of B, . Then we have and are and , respectively. Second, to show that is an MCD we only need to prove and are and , where and are also the first and the second column of , respectively, is ith column of , . Due to can be represented as , , , so that = , where . After transferring into , where . Therefore is an . Similarly, it can be checked that is an . Therefore is an MCD. Finally, in order to prove is a DCD, all that remains is for to be an . can be represented as , where , i.e.,
It is easy to see that each of all possible three-tuples occurs exactly once in . Thus, of Proposition 2 is true.
(ii) Since is a , from Lemma A1, is an , . Let , where is an , for . Let and be the ith and jth column of and , respectively, for , . Next, we only prove that is an , where l is any column of L, for . Since = , where h is an in H corresponding l in L, from (3), can be represented as = ,+ = ,, where . Thus, is an . This completes the proof. □
Proof of Theorem 4.
It is clear that the sufficiency is true. Next, we show the necessity, since the is a and , the and the are a and a , respectively. Thus, from Lemma 2, conditions (i), (ii), and (iii) are true. Let be the ith column of M, . Thus, is a , for , since is a . For condition (iv), when is a DCD, from the Definition of DCD, we have the rows in corresponding to each level combination between and B form an . This indicates that all possible three-tuples occur equally once. □
Proof of Proposition 3.
First, we show if a exists, then can be partitioned into ’s. Since exists, so does . Thus, M is a follows from Proposition 1 of [16]. Next, according to the condition (iv) in Theorem 6, the rows in can be split into ’s, say It remains to show that each is an , ,. From conditions (ii) and (iii) of Theorem 6, the rows in corresponding to each level of is an . Recall that the relationship , which implies that each level in corresponds to levels in . Hence, for each corresponding to each level of can be divided into ’s, and by definition, it is an .
Second, we show if can be partitioned into ’s, then a exists. Since can be represented as , where = (, ), is an , . For each is an , where is a , is an . Known that is an , so each level combination between any column of and the column occurs exactly once, and thus times in . In order to verify the existence of a DCD, given such a as above, then construct a . Denote d as a column of , let . Where , , for , . Since , , for , , Finally, we show is a . Obviously, d is an . Since , then the rows in corresponding to each level of any column of M is an . reveals that corresponding to both each level combination of any two columns of M and each level of B, the rows of forms an . shows that for each level combination between any column of M and B with level combinations, the corresponding entries in are , that is to say, they form an . Additionally, randomly permuting in d, randomly permuting in , and the entries in means can accommodate more quantitative factors. This completes the proof. □
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