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Research article

The best approximation problems between the least-squares solution manifolds of two matrix equations

  • Received: 16 April 2024 Revised: 01 June 2024 Accepted: 24 June 2024 Published: 28 June 2024
  • MSC : 15A24, 15A60

  • In this paper, we will deal with the following two classes of best approximation problems about the linear manifolds: Problem 1. Given matrices A1,B1,C1, and D1Rm×n, find d(L1,L2)=minXL1,YL2XY, and find ˆXL1,ˆYL2 such that ˆXˆY=d(L1,L2), where L1={XSRn×n| A1XB1=min} and L2={YSRn×n| C1YD1=min}. Problem 2. Given matrices A2,B2,E2,F2Rm×n and C2,D2,G2,H2Rn×p, find d(L3,L4)=minXL3,YL4XY, and find ˜XL3,˜YL4 such that ˜X˜Y=d(L3,L4), where L3={XRn×n| A2XB22+||XC2D22=min} and L4={YRn×n| E2YF22+||YG2H22=min}. We obtain explicit formulas for d(L1,L2) and d(L3,L4), and all the matrices in question by using the singular value decompositions and the canonical correlation decompositions of matrices.

    Citation: Yinlan Chen, Yawen Lan. The best approximation problems between the least-squares solution manifolds of two matrix equations[J]. AIMS Mathematics, 2024, 9(8): 20939-20955. doi: 10.3934/math.20241019

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  • In this paper, we will deal with the following two classes of best approximation problems about the linear manifolds: Problem 1. Given matrices A1,B1,C1, and D1Rm×n, find d(L1,L2)=minXL1,YL2XY, and find ˆXL1,ˆYL2 such that ˆXˆY=d(L1,L2), where L1={XSRn×n| A1XB1=min} and L2={YSRn×n| C1YD1=min}. Problem 2. Given matrices A2,B2,E2,F2Rm×n and C2,D2,G2,H2Rn×p, find d(L3,L4)=minXL3,YL4XY, and find ˜XL3,˜YL4 such that ˜X˜Y=d(L3,L4), where L3={XRn×n| A2XB22+||XC2D22=min} and L4={YRn×n| E2YF22+||YG2H22=min}. We obtain explicit formulas for d(L1,L2) and d(L3,L4), and all the matrices in question by using the singular value decompositions and the canonical correlation decompositions of matrices.


    Computer experiments, as a widely used method in scientific research, simulate complex real-world problems through complex computer codes [1,2,3]. It is very important to plan computer experiments efficiently. Latin hypercube designs (LHDs) introduced by McKay et al. [4] are very suitable to plan computer experiments involving only quanlitative factors. Numerous methods have been proposed to construct LHDs with good properties, such as low-dimensional projection property, orthogonality, and other uniform criteria (such as uniform discrepancies, maximin distance, etc.). Computer experiments with both qualitative and quantitative factors have also received a lot of attention (see, for example, [5,6,7,8,9]). Sliced space-filling designs and sliced LHDs (SLHDs) are efficient choices when both quantitative and qualitative factors are included in computer experiments [10,11]. However, such two types of designs are inefficient due to the increase in the number of runs as the number of level combinations of the qualitative factors increases. To solve this problem, Deng et al. [12] first proposed marginally coupled design (MCD), which is more cost-effective in terms of the number of runs, and possesses excellent space-filling properties, i.e., in which the design for the quantitative factors is an LHD, and such quantitative factor design is also an SLHD with respect to each qualitative factor. Some researchers have worked on improving the low-dimensional stratification of the design for the quantitative factors in MCDs; see, among others, [13,14] and [15]. Other researchers have constructed orthogonal MCDs in which the designs for the quantitative factors are orthogonal [16]. In order to improve the stratification between qualitative and quantitative factors, Yang et al. [17] proposed doubly coupled design (DCD) which has the following attractive space-filling properties: (1) the whole design is an MCD, and (2) the design points for the quantitative factors form an SLHD with respect to the level combinations of any two qualitative factors. In the above improved MCDs and DCDs, the designs for the qualitative factors are all equal-level orthogonal arrays (OAs). However, there exist qualitative factors being mixed-level in real-world problems, and in MCDs the designs of the qualitative factors are often mixed-level OAs. In this paper, we aim to construct MCDs in which the designs for qualitative factors are mixed-level OAs.

    For an MCD (D1,D2) where D1 and D2 are the designs for qualitative and quantitative factors, respectively, Deng et al. [12] investigated the existence and construction of an MCD for mixed-level qualitative factors. They gave the existence of an MCD (D1,D2) with D1 being an OA(n,sk11sk22,2), s1=βs2, in terms of the structure of D1. The existence is somewhat limited by the restriction s1=βs2. To overcome this limitation, we provide a necessary and sufficient condition on both D1 and D2 to ensure the existence of an MCD with D1 being an OA(n,sk11sk22,2), s1=βs2, or s1βs2. Given a small initial MCD with mixed-level qualitative factors, a large MCD with mixed-level qualitative factors can be constructed by Construction 3 of Deng et al. [12]. However, Deng et al. [12] did not address the question of how to construct the initial MCDs. Fortunately, the MCDs constructed in this paper can be used as initial MCDs for Construction 3 of [12]. Therefore, for the MCDs obtained in this paper, the run sizes are more flexible than for the MCDs constructed in Construction 3 of Deng et al. [12]. Based on the existence result of [12], for s1=βs2, we give an algorithm to construct MCDs for D2 with a large number of columns. By the necessary and sufficient condition in this paper, two algorithms are proposed to construct MCDs with D1 being an OA(n,2k1sk2,2), s=2β, or s2β. For the D2 constructed by Construction 3 of Deng et al. [12], the D2 only has stratification property in one-dimensional projections. To enhance the space-filling property of D2, we present two algorithms to construct MCDs with D2 possessing stratification properties in two-, three-, or four- dimensional projections.

    The paper is organized as follows: Section 2 introduces the basic definitions and notation. Section 3 gives five methods for constructing MCDs with mixed-level qualitative factors. Section 4 provides the conclusions. All proofs are deferred to Appendix A. Some tables are listed in Appendix B.

    Let GF(s)={α0,α1,,αs1}, α0=0, α1=1, denote a Galois field of order s, which is simplified as GF(s)={0,1,,s1} if s is a prime. An n×p matrix is called a Latin hypercube design of n runs and p factors, denoted by LHD(n,p), if each of its columns is a random permutation of {0,1,,n1}. An n×k array A is said to be a mixed-level OA of strength 2, denoted by OA(n,s1k1s2k2,2), if any n×2 sub-array of A contains all possible level combinations with equal frequency, where the entries in the first k1 columns and the last k2 columns are taken from {0,1,,s11} and {0,1,,s21}, respectively. When s1=s2=s and k1+k2=k, the orthogonal array A is equal-level, denoted by OA(n,sk,2). An OA(st,sk,2) with v=(st1)/(s1) can be constructed using the Rao-Hamming construction, the details of which are described in Section 3.4 of [18]. For a prime power s, let η1 and η2 be two s-level independent columns of length s2, where the entries of both η1 and η2 are taken from GF(s)={α0,α1,,αs1}, α0=0, α1=1. We apply the Rao-Hamming construction to create an OA(s2,ss+1,2) Φ as

    Φ={η1,η1+η2,η1+α2η2,η1+α3η2,,η1+αs1η2,η2},

    where the addition and multiplication operations are based on GF(s). An OA(n,sk11sk22,2) A is said to be a (β1 × β2) - resolvable OA, denoted by (β1 × β2)-ROA(n,sk11sk22,2), if for i=1,2, its rows can be divided into n/(βisi) sub-arrays A1,,An/(βisi) of βisi rows each, where Ai is an OA(βisi,s1k1s2k2,1) for i=1,2. In particular, when s1 = s2 = s,β1 = β2 = β, and k1+k2=k, then the array reduces to β-ROA(n,sk,2). If β = 1, the array A is called a completely resolvable OA (CROA), denoted by CROA(n,sk,2).

    Suppose D1 is an OA(n,sk11sk22,2) and D2 is an LHD(n,p), then the design D=(D1,D2) is called a MCD, denoted by MCD(n,sk11sk22,p), where D1 and D2 are sub-designs for qualitative factors and quantitative factors, respectively, if for every level of any factor of D1, the corresponding rows in D2 form a small LHD. When s1=s2=s and k1+k2=k, the MCD is denoted by MCD(n,sk,p).

    Let 1s be an s - dimensional column vector whose entries are all ones. An u×r matrix A with entries from GF(s) is called a difference scheme of strength 2 based on GF(s), denoted by D(u,r,s), if for all i and k with 1i, kr, ik, the vector difference between the ith and kth columns contains each element of GF(s) exactly u/s times. Throughout, D(u,r,s) is a u-row, r-column, and s-level difference schme (of strength 2). For an n×m matrix X and an s×p matrix Y, their Kronecker sum and Kronecker product are defined as XY = (xij+Y) and XY = (xijY), respectively, where xij is the (i,j)th entry of X. For a matrix X=(xij)n×m, define an n×m matrix f(X,s) as

    f(X,s)=(xijs). (2.1)

    He et al. [13] demonstrated a necessary and sufficient condition for the design (D1,D2) being an MCD(n,sk,p), as stated in Lemma 1.

    Lemma 1 ([13]). Suppose D1 is an OA(n,sk,2) and D2 is an LHD(n,p). Let di be the ith column of D2 for i=1,2,,p. Then, D=(D1,D2) is an MCD(n,sk,p) if, and only if, for i=1,2,,p, the (D1,f(di,s)) is an OA(n,sk(n/s),2), where f(,) can be obtained from Equation (2.1).

    Lemma 2 given by Deng et al. [12] presents a necessary and sufficient condition for the existence of an MCD(n,sk11sk22,p) with s1=βs2.

    Lemma 2 ([12]). Given that D1 is an OA(n,sk11sk22,2) with s1=βs2, an MCD(n,sk11sk22,p) D=(D1,D2) exists if, and only if, D1 is a (1×β)-ROA(n,sk11sk22,p) that can be expressed as

    (AT11ATm1AT12ATm2)T

    such that (Ai1,Ai2) is an OA(s1,sk11sk22,1), where m=n/s1, and the Ai2 is a CROA(s1,sk22,2), for i=1,2,,m.

    The necessary and sufficient condition given by Lemma 2 is rather restricted by the restriction s1=βs2. Similar to Lemma 1, we provide directly a necessary and sufficient condition to break this restriction, as shown in the following lemma.

    Lemma 3. Suppose D1=(Ω,Λ) is an OA(n,sk11sk22,2), where Ω and Λ are an OA(n,sk11,2) and an OA(n,sk22,2), respectively, and D2 is an LHD(n,p). Let di be the ith column of D2 for i=1,2,p. Then, D = (D1,D2) is an MCD(n,sk11sk22,p) if, and only if, for i=1,2,,p, (Ω,f(di,s1)) and (Λ,f(di,s2)) are an OA(n,sk11(n/s1),2) and an OA(n,sk22(n/s2),2), respectively, where f(,) can be obtained from Equation (2.1).

    This section presents three construction algorithms to construct MCDs. First, we construct an MCD D=(D1,D2) via an OA(s21,sk1+21,2) and a CROA(s1,sk22,2) with s1=βs2. Motivated by Lemma 2, we present the following algorithm.

    Algorithm 1 Construction of MCDs via an OA(s21,sk1+21,2) and a CROA(s1,sk22,2) with s1=βs2
    Step 1. For s1=βs2, given an OA(s21,sk1+21,2), denote it as G. Rearrange the rows of G into G=(l1,l2,A), so that l1=(0,1,,s11)T1s1 and l2=1s1(0,1,,s11)T. Then A can be expressed as A=(AT1,AT2,,ATs1)T, where Ai is an OA(s1,sk11,1) and i=1,2,,s1.
    Step 2. Given a CROA(s1,sk22,2) with s1=βs2, denoted as B. B can be expressed as B=(BT1,BT2,,BTβ)T, where Bi is an OA(s2,sk22,1), i=1,2,,β. Let B=1s1B.
    Step 3. Construct an s21×(k1+k2) matrix D1 as D1 = (A,B).
    Step 4. For 1ip, let ei=μi1s1, where μi is a random permutation of (0,1,,s11)T. Stack the columns of ei for 1ip together to obtain E=(e1,e2,,ep).
    Step 5. For 1ip and 1jβ,ci=1s1wi, where wi is a random permutation of (cTi,1,cTi,2,,cTi,β)T with ci,j=(j1)s21s2+τ, where τ is a random permutation of (0,1,,s21)T. Stack the columns of ci for 1ip together to obtain C, i.e., C=(c1,c2,,cp).
    Step 6. Construct an s21×p matrix D2 as D2=s1E+C.
    Step 7. Let D=(D1,D2).

    Theorem 1. For D=(D1,D2) constructed by Algorithm 1, we have

    (i) D1=(A,B) is an OA(s21,sk11sk22,2) with s1=βs2;

    (ii) D2 is an LHD(s21,p);

    (iii) D=(D1,D2) is an MCD(s21,sk11sk22,p).

    If we take G in Step 1 of Algorithm 1 to be a regular saturated OA(s21,ss1+11,2), then D=(D1,D2) is an MCD(s21,ss111sk22,p); alternatively, the G can also be a non-regular s1-level OA. Hence, s1 may or may not be a prime power. Furthermore, if B is a CROA(s1,ss22,2) and s1=s22 in Step 2, then D=(D1,D2) is an MCD(s21,ss111ss22,p).

    In Theorem 1, the MCDs with at most β!s1!s2! distinct quantitative columns can be constructed from Steps 4 and 5 of Algorithm 1. Thus, Theorem 1 provides the MCD with a large number of quantitative factors. Let η=β!s1!s2!, and there can be as many as (η!)/(p!(ηp)!) different MCDs. Thus, an optimal D2 under maximin distance criterion [19] (or the centered L2-discrepancy criterion [20,21]) can be found by ranking the (η!)/(p!(ηp)!) candidate MCDs or via the simulated annealing [22] or the threshold accepting algorithms [23] when the number of candidate MCDs is very large.

    Example 1. Applying the Rao-Hamming construction to generate an OA(16,45,2) G, then the A is obtained and listed in Table 1. The CROA(4,22,2) B is obtained as B=(01010110)T, then B=(BT,BT,BT,BT)T. Thus, D1 is constructed as D1=(A,B). Consider the case p=3. In Step 4, μ1, μ2, and μ3 are obtained as μ1=(0,1,2,3)T, μ2=(1,0,2,3)T, μ3=(1,2,0,3)T, then E can be obtained and listed in Table 1. In Step 5, w1, w2, and w3 are obtained as w1=(0,1,2,3)T and w2=w3=(2,3,0,1)T, then C can be obtained and listed in Table 1. By the matrix operation of s1E+C in Step 6, D2 can be generated. It is easy to check that D=(D1,D2) is an MCD(16,4322,3), which is provided in Table 2.

    Table 1.  Matrices A, E, and C in Example 1.
    Run A E C Run A E C
    1 0 0 0 0 1 1 0 2 2 9 2 3 1 2 2 0 0 2 2
    2 1 1 1 0 1 1 1 3 3 10 3 2 0 2 2 0 1 3 3
    3 2 2 2 0 1 1 2 0 0 11 0 1 3 2 2 0 2 0 0
    4 3 3 3 0 1 1 3 1 1 12 1 0 2 2 2 0 3 1 1
    5 1 2 3 1 0 2 0 2 2 13 3 1 2 3 3 3 0 2 2
    6 0 3 2 1 0 2 1 3 3 14 2 0 3 3 3 3 1 3 3
    7 3 0 1 1 0 2 2 0 0 15 1 3 0 3 3 3 2 0 0
    8 2 1 0 1 0 2 3 1 1 16 0 2 1 3 3 3 3 1 1

     | Show Table
    DownLoad: CSV
    Table 2.  D=(D1,D2) in Example 1.
    Run MCD(D1,D2) Run MCD(D1,D2)
    D1 D2 D1 D2
    1 0 0 0 0 0 0 6 6 9 2 3 1 0 0 8 10 2
    2 1 1 1 1 1 1 7 7 10 3 2 0 1 1 9 11 3
    3 2 2 2 0 1 2 4 4 11 0 1 3 0 1 10 8 0
    4 3 3 3 1 0 3 5 5 12 1 0 2 1 0 11 9 1
    5 1 2 3 0 0 4 2 10 13 3 1 2 0 0 12 14 14
    6 0 3 2 1 1 5 3 11 14 2 0 3 1 1 13 15 15
    7 3 0 1 0 1 6 0 8 15 1 3 0 0 1 14 12 12
    8 2 1 0 1 0 7 1 9 16 0 2 1 1 0 15 13 13

     | Show Table
    DownLoad: CSV

    For the MCD(s21,sk11sk22,p) constructed by Algorithm 1, the s1 can be a non-prime power. The following example provides an illustration of the non-prime power case in Algorithm 1.

    Example 2. The OA(144,127,2) G listed in Table 17 of Appendix B and the CROA(12,22,2) B listed in Table 3 are obtained from the library of orthogonal arrays maintained by Sloane (http://neilsloane.com/oadir/index.html). Then, divide G into G=(l1,l2,A) listed in Table 17 of Appendix B. Moreover, B=(BT,BT,BT,BT,BT,BT)T is obtained and listed in Table 18. Thus, D1 is constructed as D1=(A,B). Consider the case p=3. In Step 4, μ1, μ2, and μ3 are obtained, which are listed in Table 3, and then the E can be obtained, which is listed in Table 17 of Appendix B. In Step 5, w1, w2, and w3 are obtained, which are listed in Table 3, then the C can be obtained and listed in Table 17 of Appendix B. By the matrix operation of s1E+C in Step 6, D2 can be generated. It is easy to check that D=(D1,D2) is an MCD(144,12522,3), which is provided in Table 18.

    Table 3.  Matrix B, vectors ui and wi in Example 2, where i=1,2,3.
    Run B u1 u2 u3 w1 w2 w3 Run B u1 u2 u3 w1 w2 w3 Run B u1 u2 u3 w1 w2 w3
    1 1 1 0 1 1 0 2 0 5 1 1 4 4 4 4 4 8 9 0 1 8 8 8 8 8 4
    2 0 0 1 0 0 1 3 1 6 0 0 5 5 5 5 5 9 10 1 0 9 9 9 9 9 5
    3 0 0 2 2 2 2 0 2 7 0 1 6 6 6 6 6 10 11 1 0 10 10 10 10 10 6
    4 1 1 3 3 3 3 1 3 8 1 0 7 7 7 7 7 11 12 0 1 11 11 11 11 11 7

     | Show Table
    DownLoad: CSV

    Algorithm 1 can produce some MCDs based on the above Theorem 1, as shown in Table 4.

    Table 4.  Some MCDs from Algorithm 1.
    D1 D2 MCDs
    OA(16,4322,2) LHD(16,2!4!2!) MCD(16,4322,2!4!2!)
    OA(36,6122,2) LHD(36,3!6!2!) MCD(36,6122,3!6!2!)
    OA(64,8722,2) LHD(64,4!8!2!) MCD(64,8722,4!8!2!)
    OA(36,6133,2) LHD(36,2!6!3!) MCD(36,6133,2!6!3!)
    OA(81,9733,2) LHD(81,3!9!3!) MCD(81,9733,3!9!3!)
    OA(144,12133,2) LHD(144,4!12!3!) MCD(144,12133,4!12!3!)
    OA(64,8744,2) LHD(64,2!8!4!) MCD(64,8744,2!8!4!)
    OA(144,12144,2) LHD(144,3!12!4!) MCD(144,12144,3!12!4!)
    OA(256,161544,2) LHD(256,4!16!4!) MCD(256,161544,4!16!4!)

     | Show Table
    DownLoad: CSV

    To employ Algorithm 1, we need several CROAs. Theorem 3 of He et al. [13] gives four types of CROAs, as shown in Lemma 4.

    Lemma 4 ([13]). For a prime h and three positive integers k, t (t2), and w, if s=hk, the following four CROAs exist: (i) CROA(st,sst1,2); (ii) CROA(2st,s2st1,2); (iii) CROA(4st,s4st1,2); and (iv) CROA(hws2,shws,2).

    According to Theorem 1 and Lemma 4, we can obtain a wealth of MCDs for mixed-level qualitative factors as follows.

    Corollary 1. For a prime h and three positive integers k, t (t2), and w, let s=hk, then by Algorithm 1,

    (i) if an OA(s2t,(st)k1+2,2) exists, an MCD(s2t,(st)k1(s)st1,p) can be obtained;

    (ii) if an OA(4s2t,(2st)k1+2,2) exists, an MCD(4s2t,(2st)k1(s)2st1,p) can be obtained;

    (iii) if an OA(16s2t,(4st)k1+2,2) exists, an MCD(16s2t,(4st)k1(s)4st1,p) can be obtained;

    (iv) if an OA(h2ws4,(hws2)k1+2,2) exists, an MCD(h2ws4,(hws2)k1(s)hws,p) can be obtained.

    If there exists a small initial MCD for mixed-level qualitative factors, then a series of large MCDs for mixed-level qualitative factors can be constructed by Construction 3 of Deng et al. [12], as shown in Lemma 5.

    Lemma 5 ([12]). Let D(0)1=(Φ,Ψ) and D(0)2 be an OA(n,sk11sk22,2) and an LHD(n,p), respectively, where Φ and Ψ are an OA(n,sk11,2) and an OA(n,sk22,2), respectively. For some u, there are two difference schemes D(u,r1,s1) and D(u,r2,s2) (of strength 2), denoted by D(i) for i=1,2, respectively. Let C=(cij) be an u×f matrix with cij=1 and H be an LHD(u,pf). Construct D1=(D(1)Φ,D(2)Ψ) and D2=CD(0)2+nH1n. If D(0)=(D(0)1,D(0)2) is an MCD, then D=(D1,D2) is also an MCD, where D1 and D2 are an OA(nu,sk1r11sk2r22,2) and an LHD(nu,pf), respectively.

    The key to constructing MCDs, D=(D1,D2), using Lemma 5 is the existence of the initial MCD D(0)=(D(0)1,D(0)2). However, the construction method of D(0)=(D(0)1,D(0)2) is not mentioned in [12]. Excitingly, the MCDs obtained by Theorem 1 can be used as the initial MCDs. Based on Lemma 5, a large number of MCDs with more columns can be constructed from the initial MCDs obtained by Theorem 1 as follows.

    Corollary 2. For D=(D1,D2) constructed by Algorithm 1 and Theorem 1, if there exist two difference schemes D(u,r1,s1) and D\left(u, r_{2}, s_{2}\right) (of strength 2) for some u , then for any integer f , an MCD\left(us_{1}^{2}, (s_{1})^{k_1r_1}(s_{2})^{k_2r_2}, pf\right) can be obtained by Lemma 5.

    Based on Algorithm 1, Theorem 1 and Corollary 2 can generate a series of MCDs with D_1 being an OA\left(n, s_{1}^{k_{1}} s_{2}^{k_{2}}, 2\right) with s_{1} = \beta s_{2} , but they can be criticized for the s_{1} = \beta s_{2} restriction. However, when s_{1}\neq \beta s_{2} , an MCD also exists, as in the following example.

    Example 3. Given D_{1} is an OA\left(6, 2^{1}3^{1}, 2\right) and D_{2} is an LHD\left(6, 6\right) as listed in Table 5, it is easy to verify that D = \left(D_{1}, D_{2} \right) is an MCD\left(6, 2^{1}3^{1}, 6\right) according to Lemma 3.

    Table 5.  D = \left(D_{1}, D_{2}\right) in Example 3.
    Run MCD(D_1, D_2) Run MCD(D_1, D_2)
    D_{1} D_{2} D_{1} D_{2}
    1 0 0 0 0 2 2 4 4 4 1 0 5 5 3 3 1 1
    2 0 1 2 4 0 4 0 2 5 1 1 3 1 5 1 5 3
    3 0 2 4 2 4 0 2 0 6 1 2 1 3 1 5 3 5

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    Obviously, the MCD\left(6, 2^{1}3^{1}, 6\right) listed in Table 5 cannot be constructed by Algorithm 1. Next, we propose a new algorithm for constructing MCDs\left(2s, 2^{1}s^{1}, s!\right) .

    Algorithm 2: Construction of MCDs based on OA\left(2s, 2^{1}s^{1}, 2\right)
    Step 1. Let L_{1} = \left(0, 1\right)\otimes \textbf{1}_{s} and L_{2} = \textbf{1}_{2}\otimes e , where e = \left(0, 1, \dots, s-1\right)^{T} . Obtain a (2s)\times2 matrix D_{1} = (L_{1}, L_{2}) .
    Step 2. For 1\le i\le s! , d_{i} = ((2u_{i})^{T}, ((2s-1)\textbf{1}_{s}- 2u_{i})^{T})^{T} , where u_{i} is a random permutation of (0, 1, 2, \dots, s-1)^{T} , let D_{2} = (d_{1}, d_{2}, \dots, d_{s!}) .
    Step 3. The resulting design is D = (D_{1}, D_{2}) .

    Theorem 2. The design D = (D_{1}, D_{2}) constructed by Algorithm 2 is an MCD\left(2s, 2^{1}s^{1}, s!\right) , where D_{1} is an OA\left(2s, 2^{1}s^{1}, 2\right) and D_{2} is an LHD\left(2s, s!\right) .

    If p < s! , there can be as many as (s!)/(p!(s-p)!) different MCDs from Algorithm 2. Similar to Algorithm 1, an optimal D_2 under the maximin distance criterion or the centered L_2 -discrepancy criterion can be obtained Hickernell [19,20]. Next, we provide an example to illustrate Algorithm 2 and Theorem 2.

    Example 4. Let s = 4 , and an 8 \times2 matrix D_{1} = \left(L_{1}, L_{2}\right) is obtained from Step 1, as shown in Table 6. For 1\le i\le 24 , D_{2} = \left(d_{1}, d_{2}, \cdots, d_{24}\right) is constructed according to Step 2, as shown in Table 6. It is easy to verify that D = \left(D_{1}, D_{2}\right) is an MCD\left(8, 2^{1}4^{1}, 24\right) from Lemma 3, which is provided in Table 6.

    Table 6.  D = (D_{1}, D_{2}) in Example 4.
    Run MCD(D_1, D_2)
    D_1 D_2
    1 0 0 0 0 0 0 0 0 2 2 2 2 2 2 4 4 4 4 4 4 6 6 6 6 6 6
    2 0 1 2 2 4 4 6 6 0 0 4 4 6 6 0 0 2 2 6 6 0 0 2 2 4 4
    3 0 2 4 6 2 6 2 4 4 6 0 6 0 4 2 6 0 6 0 2 2 4 0 4 0 2
    4 0 3 6 4 6 2 4 2 6 4 6 0 4 0 6 2 6 0 2 0 4 2 4 0 2 0
    5 1 0 7 7 7 7 7 7 5 5 5 5 5 5 3 3 3 3 3 3 1 1 1 1 1 1
    6 1 1 5 5 3 3 1 1 7 7 3 3 1 1 7 7 5 5 1 1 7 7 5 5 3 3
    7 1 2 3 1 5 1 5 3 3 1 7 1 7 3 5 1 7 1 7 5 5 3 7 3 7 5
    8 1 3 1 3 1 5 3 5 1 3 1 7 3 7 1 5 1 7 5 7 3 5 3 7 5 7

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    Algorithm 2 can produce some MCDs based on the above Theorem 2, as shown in Table 7.

    Table 7.  Some MCDs from Algorithm 2.
    D _1 D _2 MCDs
    OA\left(6, 2^{1}3^{1}, 2\right) LHD\left(6, 3!\right) MCD\left(6, 2^{1}3^{1}, 3!\right)
    OA\left(8, 2^{1}4^{1}, 2\right) LHD\left(8, 4!\right) MCD\left(8, 2^{1}4^{1}, 4!\right)
    OA\left(10, 2^{1}5^{1}, 2\right) LHD\left(10, 5!\right) MCD\left(10, 2^{1}5^{1}, 5!\right)
    OA\left(12, 2^{1}6^{1}, 2\right) LHD\left(12, 6!\right) MCD\left(12, 2^{1}6^{1}, 6!\right)
    OA\left(14, 2^{1}7^{1}, 2\right) LHD\left(14, 7!\right) MCD\left(14, 2^{1}7^{1}, 7!\right)
    OA\left(16, 2^{1}8^{1}, 2\right) LHD\left(16, 8!\right) MCD\left(16, 2^{1}8^{1}, 8!\right)
    OA\left(18, 2^{1}9^{1}, 2\right) LHD\left(18, 9!\right) MCD\left(18, 2^{1}9^{1}, 9!\right)
    OA\left(20, 2^{1}10^{1}, 2\right) LHD\left(20, 10!\right) MCD\left(20, 2^{1}10^{1}, 10!\right)
    OA\left(22, 2^{1}11^{1}, 2\right) LHD\left(22, 11!\right) MCD\left(22, 2^{1}11^{1}, 11!\right)

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    In Lemma 5, the MCDs constructed by Theorem 2 can also be used as the initial MCDs for Construction 3 of [12]. Based on Lemma 5, a large number of MCDs with D_1 being an OA\left(2us, 2^{r_{1}}s^{r_{2}}, 2 \right) can be obtained from the initial MCDs constructed by Theorem 2 as follows.

    Corollary 3. For D = \left(D_1, D_2\right) constructed by Algorithm 2 and Theorem 2, if there exist two difference schemes D\left(u, r_{1}, 2\right) and D\left(u, r_{2}, s\right) (of strength 2) for some u , then for any integer f , an MCD\left(2us, 2^{r_1}s^{r_2}, pf\right) can be obtained by Lemma 5.

    In the MCD ( D_1 , D_2 ) constructed by Algorithm 2 and Theorem 2, the D_1 has only two columns. In order to construct D_1 that can accommodate more qualitative factors, we present Algorithm 3 as follows.

    Algorithm 3 Construction of MCDs via MCD\left(n, s^{m}, p\right)
    Step 1. Given an OA\left(n, s^{m}, 2\right) and LHD\left(n, p\right) , denoted as D_{1}^{(0)} and D_{2}^{(0)} , respectively.
    Step 2. Let L_{1} = \left(0, 1\right)^{T}\otimes \textbf{1}_{n} and L_{2} = \textbf{1}_{2}\otimes D_{1}^{(0)} . Obtain a (2n)\times(m+1) matrix D_{1} = (L_{1}, L_{2}) .
    Step 3. Construct a (2n)\times p matrix D_{2} as D_{2} = \left(\left(2D_{2}^{(0)}\right)^{T}, \left((2n-1)\textbf{1}_{n}- 2D_{2}^{(0)}\right)^{T} \right)^{T} .
    Step 4. The resulting design is D = (D_{1}, D_{2}) .

    Theorem 3. For D_{1}^{(0)} and D_{2}^{(0)} in Algorithm 3, if D^{(0)} = \left(D_{1}^{(0)}, D_{2}^{(0)}\right) is an MCD\left(n, s^{m}, p\right) , then the design D = \left(D_{1}, D_{2}\right) constructed by Algorithm 3 is an MCD\left(2n, 2^{1}s^{m}, p\right) , where D_{1} is an OA\left(2n, 2^{1}s^{m}, 2\right) , and D_{2} is an LHD\left(2n, p\right) .

    Remark 1. Note that Algorithm 2 and Algorithm 3 can construct MCDs with D_1 being an OA\left(N, 2^1 s^k, 2\right) , s = 2\beta , or s \neq 2\beta , but the values of N in the two Algorithms are different. Algorithm 2 works for k = 1 and N = 2s , while Algorithm 3 works for k \geq 2 and N = 2\lambda s^{2} , where \lambda is a positive integer. Thus, Algorithm 3 is able to construct MCDs with more columns in D_1 than Algorithm 2, and Algorithm 2 is not a special case of Algorithm 3. For example, for s = 3 , Algorithm 2 constructs an MCD\left(6, 2^{1}3^{1}, 6\right) , where D_{1} and D_{2} are an OA\left(6, 2^{1}3^{1}, 2\right) and an LHD\left(6, 6\right) , respectively, while Algorithm 3 constructs an MCD\left(18, 2^{1}3^{2}, 2\right) , where D_{1} and D_{2} are an OA\left(18, 2^{1}3^{2}, 2\right) and an LHD\left(18, 2\right) , respectively. This shows that Algorithm 2 and Algorithm 3 cannot be replaced by each other.

    Next, we provide an example to illustrate Algorithm 3 and Theorem 3.

    Example 5. Table 8 gives an MCD\left(9, 3^{2}, 2\right) D^{(0)} = \left(D_{1}^{(0)}, D_{2}^{(0)}\right) , where D_{1}^{(0)} is an OA\left(9, 3^{2}, 2\right) and D_{2}^{(0)} is an LHD\left(9, 2\right) . Then, an 18 \times3 matrix D_{1} = \left(L_{1}, L_{2}\right) is obtained by the operations L_{1} = (0, 1)^{T}\otimes \textbf{1}_{n} and L_{2} = \textbf{1}_{2}\otimes D_{1}^{(0)} in Step 2, as shown in Table 9. An 18 \times 2 matrix D_{2} is obtained by the operations D_{2} = \left(\left(2D_{2}^{(0)}\right)^{T}, \left((2n-1)\textbf{1}_{n}- 2D_{2}^{(0)}\right)^{T} \right)^{T} in Step 3, as shown in Table 9. It is easy to verify that D = (D_{1}, D_{2}) is an MCD\left(18, 2^{1}3^{2}, 2\right) from Lemma 3, which is provided in Table 9.

    Table 8.  D^{(0)} = \left(D_{1}^{(0)}, D_{2}^{(0)}\right) in Example 5.
    Run MCD(D_{1}^{(0)}, D_{2}^{(0)}) Run MCD(D_{1}^{(0)}, D_{2}^{(0)}) Run MCD(D_{1}^{(0)}, D_{2}^{(0)})
    D_1 D_2 D_1 D_2 D_1 D_2
    1 0 0 0 2 4 1 0 4 4 7 2 0 8 7
    2 0 1 3 8 5 1 1 7 0 8 2 1 2 3
    3 0 2 6 5 6 1 2 1 6 9 2 2 5 1

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    Table 9.  D = (D_{1}, D_{2}) in Example 5.
    Run MCD(D_1, D_2) Run MCD(D_1, D_2) Run MCD(D_1, D_2)
    D_1 D_2 D_1 D_2 D_1 D_2
    1 0 0 0 0 4 7 0 2 0 16 14 13 1 1 0 9 9
    2 0 0 1 6 16 8 0 2 1 4 6 14 1 1 1 3 17
    3 0 0 2 12 10 9 0 2 2 10 2 15 1 1 2 15 5
    4 0 1 0 8 8 10 1 0 0 17 13 16 1 2 0 1 3
    5 0 1 1 14 0 11 1 0 1 11 1 17 1 2 1 13 11
    6 0 1 2 2 12 12 1 0 2 5 7 18 1 2 2 7 15

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    Algorithm 3 can produce some MCDs based on the above Theorem 3, as shown in Table 10.

    Table 10.  Some MCDs from Algorithm 3.
    MCD\left({D_1}^{(0)}, {D_2}^{(0)} \right) MCD\left(D_1, D_2 \right)
    Source {D_1}^{(0)} {D_2}^{(0)} D_1 D_2 MCDs
    Table 5 OA\left(9, 3^{2}, 2\right) LHD\left(9, 2 \right) OA\left(18, 2^{1}3^{2}, 2\right) LHD\left(18, 2 \right) MCD\left(18, 2^{1}3^{2}, 2 \right)
    Table B1 OA\left(27, 3^{9}, 2\right) LHD\left(27, 4 \right) OA\left(54, 2^{1}3^{9}, 2\right) LHD\left(54, 4 \right) MCD\left(54, 2^{1}3^{9}, 4 \right)
    OA\left(32, 4^{8}, 2\right) LHD\left(32, 7 \right) OA\left(64, 2^{1}4^{8}, 2\right) LHD\left(64, 7\right) MCD\left(64, 2^{1}4^{8}, 7 \right)
    OA\left(32, 4^{8}, 2\right) LHD\left(32, 7 \right) OA\left(64, 2^{1}4^{8}, 2\right) LHD\left(64, 7\right) MCD\left(64, 2^{1}4^{8}, 7 \right)
    OA\left(100, 5^{20}, 2\right) LHD\left(200, 19 \right) OA\left(100, 2^{1}5^{20}, 2\right) LHD\left(200, 19\right) MCD\left(200, 2^{1}5^{20}, 19 \right)
    Example 2 OA\left(49, 7^{5}, 2\right) LHD\left(49, 3 \right) OA\left(98, 2^{1}7^{5}, 2\right) LHD\left(98, 3\right) MCD\left(98, 2^{1}7^{5}, 3 \right)
    OA\left(64, 8^{7}, 2\right) LHD\left(64, 2 \right) OA\left(128, 2^{1}8^{7}, 2\right) LHD\left(128, 2 \right) MCD\left(128, 2^{1}8^{7}, 2 \right)
    OA\left(81, 9^{8}, 2\right) LHD\left(81, 2 \right) OA\left(162, 2^{1}9^{8}, 2\right) LHD\left(162, 2 \right) MCD\left(162, 2^{1}9^{8}, 2 \right)
    1Table 5, Table B1 and Example 2 come from [15], [13] and [12], respectively.

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    Similar to Corollary 2 and Corollary 3, we can obtain the following Corollary 4 for the initial MCDs constructed by Algorithm 3 and Theorem 3.

    Corollary 4. For D = \left(D_1, D_2\right) constructed by Algorithm 3 and Theorem 3, if there exist two difference schemes D\left(u, r_{1}, 2\right) and D\left(u, r_{2}, s\right) (of strength 2) for some u , then for any integer f , an MCD\left(2un, 2^{r_{1}}s^{r_{2}m}, pf\right) can be obtained by Lemma 5.

    Table 11 presents some designs D_1 for mixed-level qualitative factors in MCDs constructed via Algorithms 1, 2, and 3. In the fourth column of Table 11, the D_1 's are obtained by Construction 3 of Deng et al. [12] from the initial designs listed in the first three columns.

    Table 11.  Some designs D_1 constructed by different algorithms.
    Algorithm 1 Algorithm 2 Algorithm 3 Corollaries
    D _1 D _1 D _1 D _1 source
    OA\left(16, 4^{3}2^{2}, 2\right) OA\left(6, 2^{1}3^{1}, 2\right) OA\left(18, 2^{1}3^{3}, 2\right) OA\left(64, 4^{12}2^{8}, 2\right) corollary 2
    OA\left(36, 6^{1}2^{2}, 2\right) OA\left(8, 2^{1}4^{1}, 2\right) OA\left(32, 2^{1}4^{4}, 2\right) OA\left(512, 8^{56}2^{16}, 2\right) corollary 2
    OA\left(64, 8^{7}2^{2}, 2\right) OA\left(10, 2^{1}5^{1}, 2\right) OA\left(50, 2^{1}5^{5}, 2\right) OA\left(729, 9^{63}3^{15}, 2\right) corollary 2
    OA\left(36, 6^{1}3^{3}, 2\right) OA\left(12, 2^{1}6^{1}, 2\right) OA\left(72, 2^{1}6^{2}, 2\right) OA\left(36, 2^{2}3^{3}, 2\right) corollary 3
    OA\left(81, 9^{7}3^{3}, 2\right) OA\left(14, 2^{1}7^{1}, 2\right) OA\left(98, 2^{1}7^{7}, 2\right) OA\left(32, 2^{4}4^{4}, 2\right) corollary 3
    OA\left(144, 12^{1}3^{3}, 2\right) OA\left(16, 2^{1}8^{1}, 2\right) OA\left(128, 2^{1}8^{8}, 2\right) OA\left(64, 2^{8}4^{4}, 2\right) corollary 3
    OA\left(64, 8^{7}4^{4}, 2\right) OA\left(18, 2^{1}9^{1}, 2\right) OA\left(162, 2^{1}9^{9}, 2\right) OA\left(108, 2^{2}3^{3}, 2\right) corollary 4
    OA\left(144, 12^{1}4^{4}, 2\right) OA\left(20, 2^{1}10^{1}, 2\right) OA\left(200, 2^{1}10^{2}, 2\right) OA\left(128, 2^{4}4^{16}, 2\right) corollary 4
    OA\left(256, 16^{15}4^{4}, 2\right) OA\left(22, 2^{1}11^{1}, 2\right) OA\left(242, 2^{1}11^{11}, 2\right) OA\left(500, 2^{2}5^{25}, 2\right) corollary 4

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    For the MCD\left(s_{1}^{2}, s_{1}^{k_1}s_{2}^{k_2}, p\right) constructed by Algorithm 1, the relation s_{1} = \beta s_{2} is indispensable. When s = 2\beta , the MCD\left(s^{2}, 2^{2}s^{s-1}, p\right) , MCD\left(2s, 2^{1}s^{1}, s!\right) , and MCD\left(2\lambda s^{2}, 2^{1}s^{m}, p\right) ( \lambda \ge1 ) can be constructed by Algorithms 1, 2, and 3, respectively. Clearly, the three MCDs have different numbers of run sizes. For s\neq 2\beta , the MCD\left(2s, 2^{1}s^{1}, s!\right) and MCD\left(2\lambda s^{2}, 2^{1}s^{m}, p\right) ( \lambda \ge1 ) can also be obtained using Algorithms 2 and 3, respectively. Algorithm 2 is not a special case of Algorithm 3 due to the different number of run sizes for the constructed MCDs.

    In the MCDs ( D_1, D_2 ) constructed by the above three algorithms, the space-filling property of D_2 is not considered. The space-filling property is very important for the quantitative factor design D_2 . In this section, we introduce another algorithm to construct MCDs D = (D_1, D_2) for D_2 with the better space-filling property.

    Algorithm 4 Construction of MCDs with the better space-filling property
    Step 1. For s_{1} = s_{2}^{2} , given an OA\left(s_{1}^{2}, s_{1}^{s_{1}+1}, 2\right) F and an OA\left(s_{2}^{2}, s_{2}^{s_{2}+1}, 2\right) H . Divide F as F = (F_{0}, f_{1}, f_{2}) , where F_{0} is the first s_{1}-1 columns of F and f_{1} and f_{2} are the s_{1} th column and the (s_{1}+1) th column of F , respectively.
    Step 2. Obtain an s_{1}^{2}\times (s_{2}+1) matrix U by replacing the levels 0, 1, \dots, (s_{1}-1) of the f_{1} with the 1 st, 2 nd, \dots , and the s_{1} th row of the H , respectively. Then partition U as U = (U_{0}, u_{1}, u_{2}) , where U_{0} is the first s_{2}-1 columns of U and u_{1} and u_{2} are the s_{2} th column and the (s_{2}+1) th column of U , respectively.
    Step 3. If s_{2} is odd, let H^{*} = H and k = (s_{2}+1)/2 . If s_{2} is even, let H^{*} be the first s_{2} columns of H , k = s_{2}/2 . Then, H^{*} is an OA\left(s_{2}^{2}, s_{2}^{2k}, 2\right) .
    Step 4. Obtain an s_{1}^{2}\times(2k) matrix V by replacing the levels 0, 1, \dots, (s_{1}-1) of the f_{2} with the 1 st, 2 nd, \dots , and the s_{1} th row of the H^{*} , respectively. Denote V as V = \left(v_{1}, v_{2}, \dots, v_{2k}\right) , where v_i is the i th column of V for i = 1, 2, \ldots, 2k .
    Step 5. Construct D_{1} as D_1 = (F_{0}, U_{0}, u_{1}) .
    Step 6. Let W_1 = V , W_2 = (v_{2}, v_{1}, v_{4}, v_{3}, \dots, v_{2k}, v_{2k-1}) , W_3 = (u_{2}, u_{2}, \dots, u_{2}) , W_4 = (u_{1}, u_{1}, \dots, u_{1}) . Construct D_{2} as D_2 = s_{2}^{3}W_{1}+s_{2}^{2}W_{2}+s_{2}W_{3}+W_{4} .

    Theorem 4. For s_{1} = s_{2}^{2} , D_{1} , and D_{2} obtained in Algorithm 4, we have

    \rm(i) D_1 is an OA\left(s_{1}^{2}, s_{1}^{s_{1}-1}s_{2}^{s_2}, 2\right) ;

    \rm(ii) D_2 is an LHD\left(s_{1}^{2}, 2k\right) , where if s_{2} is odd, k = (s_{2}+1)/2 ; if s_{2} is even, k = s_{2}/2 ;

    \rm(iii) (D_1, D_2) is an MCD\left(s_{1}^{2}, s_{1}^{s_{1}-1}s_{2}^{s_2}, 2k\right) ;

    \rm(iv) any two distinct columns of D_2 achieve s_2 \times s_2 grids stratification.

    Theorem 4 (iv) tells us that D_2 has two-dimensional projection property without considering D_1 . For each level of any factor in D_1 , and for each level combination of any two factors in some columns of D_1 , the corresponding rows in D_2 can also achieve the two-dimensional space-filling property, as stated in the following corollary.

    Corollary 5. For D = \left(D_1, D_2\right) ( D_1 = (F_{0}, U_{0}, u_{1}) ) constructed by Algorithm 4 and Theorem 4, we have

    \rm(i) the rows in D_2 corresponding to each level of any factor in D_1 can achieve stratification on the s_2 \times s_2 grids in any two-dimensional projection;

    \rm(ii) the rows in D_2 corresponding to each level combination of any two factors in (U_{0}, u_{1}) can achieve stratification on the s_2 \times s_2 grids in any two-dimensional projection.

    Next, we provide an example to illustrate Algorithm 4 and Theorem 4.

    Example 6. Consider the case s_1 = 4 and s_2 = 2 . An OA\left(16, 4^{5}, 2\right) F and an OA\left(4, 2^{3}, 2\right) H are obtained from the Rao-Hamming construction. Divide F as F = (F_{0}, f_{1}, f_{2}) listed in Table 12. For the H listed in Table 12, we obtain an 16\times 3 matrix U by replacing the levels 0, 1, 2, 3 of the f_{1} with the 1 st, 2 nd, 3 rd, and the 4 th row of the H , respectively. Then partition U as U = \left(U_{0}, u_{1}, u_{2}\right) listed in Table 12. In Step 3 and Step 4, H^{*} is the first 2 columns of H and k = s_{2}/2 = 1 , after replacing the levels 0, 1, 2, 3 of the f_{2} by the 1 st, 2nd, 3rd, and the 4 th row of the H^{*} , respectively. Then, V is obtained, and denote V as V = (v_{1}, v_{2}) listed in Table 12.

    Table 12.  Matrices H , F , U , and V in Example 6.
    Run F U V Run F U V
    {H} F_1 f_1 f_2 U_0 u_1 u_2 v_1 v_2 F_1 f_1 f_2 U_0 u_1 u_2 v_1 v_2
    1 0 0 0 0 0 0 0 0 0 0 0 0 0 9 0 2 3 1 2 0 1 1 1 0
    2 0 1 1 1 1 1 1 0 0 1 1 0 0 10 1 3 2 0 2 0 0 0 1 0
    3 1 0 1 2 2 2 2 0 1 0 1 0 0 11 2 0 1 3 2 1 1 0 1 0
    4 1 1 0 3 3 3 3 0 1 1 0 0 0 12 3 1 0 2 2 1 0 1 1 0
    5 0 1 2 3 1 1 1 0 0 1 13 0 3 1 2 3 1 0 1 1 1
    6 1 0 3 2 1 1 0 1 0 1 14 1 2 0 3 3 1 1 0 1 1
    7 2 3 0 1 1 0 1 1 0 1 15 2 1 3 0 3 0 0 0 1 1
    8 3 2 1 0 1 0 0 0 0 1 16 3 0 2 1 3 0 1 1 1 1

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    From Step 5, D_1 = (F_{0}, U_{0}, u_{1}) , and it is easy to check that D_{1} is an O A\left(16, 4^{3} 2^{2}, 2\right) . In Step 6, let W_1 = V , W_2 = (v_{2}, v_{1}) , W_3 = (u_{2}, u_{2}) , W_4 = (u_{1}, u_{1}) , then by matrix operation of s_{2}^{3}W_{1}+s_{2}^{2}W_{2}+s_{2}W_{3}+W_{4} , D_{2} can be generated. It is easy to verify that (D_1, D_2) is an MCD\left(16, 4^{3} 2^{2}, 2\right) , which is provided in Table 13.

    Table 13.  D = \left(D_{1}, D_{2}\right) in Example 6.
    Run MCD(D_1, D_2) Run MCD(D_1, D_2)
    D_{1} D_{2} D_{1} D_{2}
    1 0 0 0 0 0 0 0 9 0 2 3 0 1 11 7
    2 1 1 1 0 1 3 3 10 1 3 2 0 0 8 4
    3 2 2 2 1 0 2 2 11 2 0 1 1 1 9 5
    4 3 3 3 1 1 1 1 12 3 1 0 1 0 10 6
    5 0 1 2 1 1 5 9 13 0 3 1 1 0 14 14
    6 1 0 3 1 0 6 10 14 1 2 0 1 1 13 13
    7 2 3 0 0 1 7 11 15 2 1 3 0 0 12 12
    8 3 2 1 0 0 4 8 16 3 0 2 0 1 15 15

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    Next, let D_2 = (d_1, d_2) . It is easy to see that d_1 and d_2 achieve stratification on 2 \times 2 grids, as shown in Figure 1.

    Figure 1.  Stratification on 2\times 2 grids.

    Algorithm 4 can produce some MCDs based on the above Theorem 4, as shown in Table 14.

    Table 14.  Some MCDs from Algorithm 4.
    D _1 D _2 MCDs
    OA\left(16, 4^{3}2^{2}, 2\right) LHD\left(6, 2\right) MCD\left(6, 4^{3}2^{2}, 2 \right)
    OA\left(81, 9^{8}3^{3}, 2\right) LHD\left(8, 4\right) MCD\left(8, 9^{8}3^{3}, 4 \right)
    OA\left(256, 16^{15}4^{4}, 2\right) LHD\left(10, 4\right) MCD\left(10, 16^{15}4^{4}, 4 \right)
    OA\left(625, 25^{24}5^{5}, 2\right) LHD\left(12, 6 \right) MCD\left(12, 25^{24}5^{5}, 6 \right)
    OA\left(1296, 36^{35}6^{6}, 2\right) LHD\left(14, 6 \right) MCD\left(14, 36^{35}6^{6}, 6 \right)

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    Next, we introduce the following algorithm to generate MCDs by modifying Algorithm 4, that is, we rearrange the columns of F in Algorithm 4 and apply the idea of Step 4 in Algorithm 4 twice.

    Algorithm 5 Modifying construction of MCDs
    Step 1. For two OAs F and H in Algorithm 4, divide F as F = ({F_0}^{*}, f_{0}, f_{1}, f_{2}) , where {F_0}^{*} is the first s_{1}-2 columns of F , and f_{0} , f_{1} , f_{2} are the ( s_{1}-1) th column, the s_{1} th column and the (s_{1}+1) th column of F , respectively.
    Step 2. Let U as U = (U_{0}, u_{1}, u_{2}) , H^{*} , and V be obtained by Algorithm 4.
    Step 3. Let D_{1} as D_1 = ({F_0}^{*}, U_{0}, u_{1}) .
    Step 4. Obtain an s_{1}^{2}\times(2k) matrix Z by replacing the levels 0, 1, \dots, (s_{1}-1) of the f_{0} with the 1 st, 2 nd, \dots , and the s_{1} th row of the H^{*} , respectively. Denote Z as Z = (z_{1}, z_{2}, \dots, z_{2k}) , where z_i is the i th column of Z for i = 1, 2, \ldots, 2k .
    Step 5. Let W_{1} , W_{2} , W_{3} , W_{4} be obtained by Algorithm 4. Let X_1 = Z , X_2 = (z_{2}, z_{1}, z_{4}, z_{3}, \dots, z_{2k}, z_{2k-1}) . Construct two s_1^2 \times 2k matrices D_{21} and D_{22} as D_{21} = s_{2}^{3}W_{1}+s_{2}^{2}W_{2}+s_{2}W_{3}+W_{4} and D_{22} = s_{2}^{3}X_{1}+s_{2}^{2}X_{2}+s_{2}W_{3}+W_{4} .
    Step 6. Let D_2 = (D_{21}, D_{22}) .

    Theorem 5. For s_{1} = s_{2}^{2} , D_{1} , and D_{2} obtained in Algorithm 5, we have

    \rm(i) D_1 is an OA\left(s_{1}^{2}, s_{1}^{s_{1}-2}s_{2}^{s_2}, 2\right) ;

    \rm(ii) D_2 is an LHD\left(s_{1}^{2}, 4k\right) , where if s_{2} is odd, k = (s_{2}+1)/2 ; if s_{2} is even, k = s_{2}/2 ;

    \rm(iii) (D_1, D_2) is an MCD\left(s_{1}^{2}, s_{1}^{s_{1}-2}s_{2}^{s_2}, 4k\right) .

    Theorem 6. For D_1 and D_2 constructed by Algorithm 5 and Theorem 5, D_2 can be partitioned into two disjoint groups of 2k columns, i.e., D_2 = (D_{21}, D_{22}) . For i = 1, 2, \ldots, 2k , let d_{1}^{i} and d_{2}^{i} be the i th columns of D_{21} and D_{22} , respectively. Then,

    \rm(i) any two distinct columns of D_2 achieve s_2 \times s_2 grids stratification;

    \rm(ii) any two columns from different groups, d_1^{j} and d_2^{j'} , achieve s_2^2 \times s_2^2 grids stratification, where j, j' = 1, 2, \ldots, k ;

    \rm(iii) any three columns from two different groups, d_i^{j} , d_{i'}^{t} and d_{i'}^{h} , achieve s_2^2 \times s_2 \times s_2 grids stratification, where i, i' = 1, 2 , i \neq i' , j, t, h = 1, 2, \ldots, 2k , t \neq h ;

    \rm(iv) any four columns from two different groups, d_i^{j} , d_i^{r} , d_{i'}^{t} d_{i'}^{h} , achieve s_2 \times s_2 \times s_2 \times s_2 grids stratification, where i, i' = 1, 2 , i\neq i^{'} , j, r, t, h = 1, 2, \ldots, 2k , , j\neq r , and t \neq h .

    According to Theorem 6, there are 4k^2 two-column groups achieving stratifications on s_2^2 \times s_2^2 grids, 2k^2(2k-1) three-column groups achieving stratifications on s_2^2 \times s_2 \times s_2 grids, and k^2(2k-1)^2 four-column groups achieving stratifications on s_2 \times s_2 \times s_2 \times s_2 grids, respectively. Theorem 6 shows that a large number of columns in D_2 have good two-, three-, or four-dimensional projections. Next, we provide an example to illustrate Algorithm 5, Theorem 5, and Theorem 6.

    Example 7. Consider the case s_1=9 and s_2=3. An an OA\left(9, 3^{4}, 2\right) H listed in Table 19 of Appendix B and an OA\left(81, 9^{10}, 2\right) F listed in Table 20 of Appendix B are obtained from the library of orthogonal arrays maintained by Sloane (http://neilsloane.com/oadir/index.html). Divide F as F=({F_0}^{*}, f_{0}, f_{1}, f_{2}) listed in Table 20 of Appendix B. For the H, obtain an 81\times 4 matrix U by replacing the levels 0, 1, \ldots, 8 of the f_{1} with the 1st, 2nd, 3rd, \ldots, the 9th row of the H according to Step 2 of Algorithm 4, respectively. Then, partition U as U=(U_{0}, u_{1}, u_{2}) listed in Table 20 of Appendix B. In Step 3 and Step 4 of Algorithm 4, due to s_2=3, let H^{*}=H and k=(s_{2}+1)/2 =2, after replacing the levels 0, 1, \ldots, 8 of the f_{2} by the 1st, 2nd, 3rd, \ldots, the 9th row of the H^{*}, respectively. Then, V is obtained, and denote V as V=(v_{1}, v_{2}, v_{3}, v_{4}) listed in Table 20 of Appendix B. From Step 3, D_1=({F_0}^{*}, U_{0}, u_{1}), and it is easy to check that D_{1} is an O A\left(81, 9^{7} 3^{3}, 2\right). In Step 4, obtain an 81\times 4 matrix Z by replacing the levels 0, 1, \ldots, 8 of the f_{0} with the 1st, 2nd, 3rd, \ldots, the 9th row of the H^{*}, respectively. Then, Z is obtained, and denote Z as Z=(z_{1}, z_{2}, z_{3}, z_{4}) listed in Table 20 of Appendix B. In Step 5, let W_1=V, W_2=(v_{2}, v_{1}, v_{4}, v_{3}), W_3=(u_{2}, u_{2}, u_{2}, u_{2}), W_4=(u_{1}, u_{1}, u_{1}, u_{1}) according to Step 6 of Algorithm 4 and let X_1=Z, X_2=(z_{2}, z_{1}, z_{4}, z_{3}), then by matrix operation of s_{2}^{3}W_{1}+s_{2}^{2}W_{2}+s_{2}W_{3}+W_{4} and s_{2}^{3}X_{1}+s_{2}^{2}X_{2}+s_{2}W_{3}+W_{4}, D_{21} and D_{22} can be generated, respectively. Then, D_2=(D_{21}, D_{22}). It is easy to verify that (D_{1}, D_{2}) is an MCD\left(81, 9^{7} 3^{3}, 8\right) listed in Table 21 of Appendix B. Next, let the first two columns of D_{21} be d_1 and d_2, and the first two columns of D_{22} be d_3, d_4. After collapsing the levels of d_1, d_2, d_3, d_4, it is easy to see that the d_1, d_2, d_3, d_4 satisfies the stratifications of (i) and (ii) in Theorem 6, as shown in Figure 2 and Figure 3.

    Figure 2.  Stratification on 3\times 3 grids.
    Figure 3.  Stratification on 9\times 9 grids.

    Inspired by Corollary 5, Corollary 6 is given as follows.

    Corollary 6. For D = \left(D_1, D_2\right) ( D_1 = ({F_0}^{*}, U_{0}, u_{1}) , D_2 = (D_{21}, D_{22}) ) constructed by Algorithm 5 and Theorem 5, we have

    \rm(i) the rows in D_{2i} , i = 1, 2 , corresponding to each level of any factor in D_1 can achieve stratification on the s_2 \times s_2 grids in any two-dimensional projection;

    \rm(ii) the rows in D_{2i} , i = 1, 2 , corresponding to each level combination of any two factors in (U_{0}, u_{1}) can achieve stratification on the s_2 \times s_2 grids in any two-dimensional projection.

    Algorithm 5 can produce some MCDs based on the above Theorem 5, as shown in Table 15.

    Table 15.  Some MCDs from Algorithm 5.
    D _1 D _2 MCDs
    OA\left(16, 4^{2}2^{2}, 2\right) LHD\left(6, 4 \right) MCD\left(6, 4^{3}2^{2}, 4 \right)
    OA\left(81, 9^{7}3^{3}, 2\right) LHD\left(8, 8\right) MCD\left(8, 9^{8}3^{3}, 8 \right)
    OA\left(256, 16^{14}4^{4}, 2\right) LHD\left(10, 8 \right) MCD\left(10, 16^{15}4^{4}, 8 \right)
    OA\left(625, 25^{23}5^{5}, 2\right) LHD\left(12, 12 \right) MCD\left(12, 25^{24}5^{5}, 12 \right)
    OA\left(1296, 36^{33}6^{6}, 2\right) LHD\left(14, 12 \right) MCD\left(14, 36^{35}6^{6}, 12 \right)

     | Show Table
    DownLoad: CSV

    Many researchers have constructed MCDs for equal-level qualitative factors. However, there has been less research on MCDs when the qualitative factors are mixed-level. Construction 3 of Deng et al. [12] generates large MCDs for mixed-level qualitative factors from small initial MCDs for mixed-level qualitative factors. Obviously, such a construction is not valid when the initial MCD does not exist. The key to Construction 3 of Deng et al. [12] is how to obtain a small initial MCD. However, they did not answer the question. Fortunately, the constructed MCDs in this paper can be considered as the initial MCDs for Construction 3 of [12].

    In this paper, we propose five algorithms to construct MCDs where the designs for the qualitative factors are mixed-level. The construction of the first algorithm is characterized by the fact that it is based on an OA\left(s_1^2, s_1^{k_1+2}, 2\right) and a CROA\left(s_1, s_2^{k_2}, 2\right) with s_1 = \beta s_2 . Clearly, its constructed MCD is limited by s_{1} = \beta s_{2} . To break this limitation, Algorithms 2 and 3 employ a mirror-symmetric structure to construct D_2 . Moreover, the D_1 constructed by Algorithm 3 can accommodate more columns than the one constructed by Algorithm 2, and the two algorithms construct different numbers of run sizes. The fourth and fifth algorithms construct the MCD using the level replacement method and the rotation method, where D_2 has stratification in two- or higher-dimensional projection. Finally, Table 16 lists some types and features of MCDs that can be constructed using our five algorithms. Obviously, compared to the MCDs constructed by Construction 3 of Deng et al. [12], our constructed MCDs have more flexible run sizes, and the more flexible fixed level D_1 - D_1 is an OA\left(n, s_{1}^{k_{1}} s_{2}^{k_{2}}, 2\right) , s_{1} = \beta s_{2} , or s_{1} \neq \beta s_{2} . Moreover, in contrast to Construction 3 of Deng et al. [12], which does not consider the space-filling property of D_2 , Algorithm 4 and Algorithm 5 construct D_2 with the space-filling property.

    Table 16.  Some of the MCDs ( D_{1},D_{2}) results.
    Source D_{1} Constraints
    Theorem 1 OA\left(s_{1}^{2}, s_{1}^{k_{1}} s_{2}^{k_{2}}, 2\right) s_1=\beta s_{2} , an OA\left(s_{1}^{2}, s_{1}^{k_{1}+2}, 2\right) and
    a CROA\left(s_{1}, s_{2}^{k_{2}}, 2\right) exist.
    Corollary 1 OA\left(s^{2t}, (s^{t})^{k_1}(s)^{s^{t-1}}, 2\right) an OA\left(s^{2t}, (s^{t})^{k_{1}+2}, 2\right) exists.
    OA\left(4s^{2t}, (2s^{t})^{k_1}(s)^{2s^{t-1}}, 2\right) an OA\left(4s^{2t}, (2s^{t})^{k_{1}+2}, 2\right) exists.
    OA\left(16s^{2t}, (4s^{t})^{k_1}(s)^{4s^{t-1}}, 2\right) an OA\left(16s^{2t}, (4s^{t})^{k_{1}+2}, 2\right) exists.
    OA\left(h^{2w}s^{4}, (h^{w}s^{2})^{k_1}(s)^{h^{w}s}, 2\right) an OA\left(h^{2w}s^{4}, (h^{w}s^{2})^{k_{1}+2}, 2\right) exists.
    Corollary 2 OA\left(us_{1}^{2}, s_{1}^{r_{1}k_{1}}s_{2}^{r_{2}k_{2}}, 2\right) s_1=\beta s_{2} , D \left(u, r_1, s_1\right) and D (u, r_2, s_2) exist.
    Theorem 2 OA\left(2s, 2^{1} s^{1}, 2\right) s\ge 2 .
    Corollary 3 OA\left(2su, 2^{r_{1}} s^{r_{2}}, 2\right) s\ge 2 , D (u, r_1, 2) and D (u, r_2, s) exist.
    Theorem 3 OA\left(2n, 2^{1} s^{m}, 2\right) s\ge 2 .
    Corollary 4 OA\left(2nu, 2^{r_{1}} s^{r_{2}m}, 2\right) s\ge 2 , D (u, r_1, 2) and D (u, r_2, s) exist.
    Theorems 4 OA\left(s_{1}^{2}, s_{1}^{s_{1}-1}s_{2}^{s_2}, 2\right) s_{1}=s_{2}^{2} , s_{2} is a prime or prime power.
    Theorems 5 OA\left(s_{1}^{2}, s_{1}^{s_{1}-2}s_{2}^{s_2}, 2\right) s_{1}=s_{2}^{2} , s_{2} is a prime or prime power.

     | Show Table
    DownLoad: CSV

    For future work, a direction is to introduce methods that can produce MCDs with three or more mixed-level qualitative factors, which deserves further investigation.

    Weiping Zhou: Algorithm, methodology, validation, investigation, resources, data curation, writing—original draft preparation, writing—review and editing; Wan He: Algorithm, software, validation, writing—original draft preparation; Wei Wang: Methodology, writing—review and editing, visualization, supervision, project administration; Shigui Huang: Software, writing—original draft preparation, writing—review and editing. All authors have read and agreed to the published version of the manuscript.

    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), and Science and Technology Project of Guangxi (Grant No. Guike AD23023002).

    The authors declare no conflict of interest in this paper.

    Proof of Lemma {\rm3}. From the definition of an MCD, it is clear that D = \left(D_1, D_2\right) is an MCD\left(n, {s_1}^{k_1} {s_2}^{k_2}, p\right) if, and only if, (\Omega, D_2) and (\Lambda, D_2) are an MCD\left(n, {s_1}^{k_1}, p\right) and an MCD\left(n, {s_2}^{k_2}, p\right) , respectively. Let d_i be the i th column of D_2 , for i = 1, \ldots, p . From Lemma 1, we have (i) (\Omega, D_2) is an MCD\left(n, {s_1}^{k_1}, p\right) if, and only if, \left(\Omega, f\left(d_i, s_1\right)\right) is an OA\left(n, {s_1}^{k_1}(n/{s_1}), 2\right) ; (ii) \left(\Lambda, D_2\right) is an MCD\left(n, {s_2}^{k_2}, p\right) if, and only if, \left(\Lambda, f\left(d_i, s_2\right)\right) is an OA\left(n, {s_2}^{k_2}(n/{s_2}), 2\right) for i = 1, \ldots, p .

    Proof of Theorem {\rm1}. (i) In the design \left(l_2, A, B^*\right) , the levels 0 , 1 , \ldots, s_1-1 of the l_2 correspond to the 1 st, 2 nd, \ldots, s_1 th rows of the B , respectively, where B^{*} = 1_{s_{1}} \otimes B . Thus, D_1 = \left(A, B^*\right) is an OA\left(s_1^2, s_1^{k_1} s_2^{k_2}, 2\right) with s_1 = \beta s_2 .

    (ii) From Steps 4 and 5 of Algorithm 1, it is clear that \left(e_i, c_i\right) is an OA\left(s_1^2, s_1^{2}, 2\right) for i = 1, 2, \ldots, p , where s_1 = \beta s_2 . Thus, D_2 is an {LHD}\left(s_1^2, p\right) from Step 6 of Algorithm 1.

    (iii) Let a , b , and d be any columns of A , B^* , and D_2 , respectively. From Steps 3, 4, 5, and 6, let e and c be the columns corresponding to d in E and C , respectively. From Step 6 and Equation (2.1), \left(a, f\left(D_2, s \right)\right) = \left(a, e\right) , thus \left(a, f\left(D_2, s_1 \right)\right) is an OA\left(s_1^2, s_1^{2}, 2\right) . From Steps 4, 5, and 6 of Algorithm 1, it is clear that f\left(D_2, s_2 \right) = \beta e + c^{*} , where c^{*} = 1_{s_{1}} \otimes w , w is a random permutation of \left((c_{i, 1}^{*})^{T}, (c_{i, 2}^{*})^{T}, \cdots, (c_{i, \beta }^{*})^{T}\right)^{T} with c_{i, j}^{*} = (j-1) \textbf{1}_{s_{2}} . Since \left(b, e, c^{*} \right) is an OA\left(s_1^2, s_2^{1}s_1^{1}\beta ^{1}, 3\right) , \left(b, f\left(D_2, s_2 \right)\right) is an OA\left(s_1^2, s_2^{1}(\beta s_1)^{1}, 2\right) . Thus, D = \left(D_1, D_2\right) is an MCD\left(s_1^2, s_1^{k_1}s_2^{k_2}, p\right) from Lemma 3.

    Proof of Theorem {\rm2}. From Steps 1 and 2 of Algorithm 2, it is easy to check that D_{1} is an OA\left(2s, 2^{1}s^{1}, 2\right) and D_{2} is an LHD\left(2s, s!\right) . By Step 2, we can see that d_i is the i th column of D_2 for i = 1, 2, \ldots, s! . Since f\left(d_i, 2\right) = \left((u_{i})^{T}, \left((s-1)\textbf{1}_{s}- u_{i} \right)^{T} \right)^{T} , (L_1, f(d_i, 2)) is an OA\left(2s, 2^{1}s^{1}, 2\right) , where u_{i} is a random permutation of (0, 1, 2, \dots, s-1)^{T} , i = 1, 2, \ldots, s! . For 1\le i\le s! , let \xi_{1} = 2u_{i} and \xi_{2} = (2s-1)\textbf{1}_{s}- 2u_{i} , then

    \left(L_2, d_{i}\right) = \left( \begin{array}{cc} e & \xi_{1} \\ e & \xi_{2} \end{array} \right) \text{and} \left(L_2, f(d_i, s)\right) = \left( \begin{array}{cc} e & f(\xi_{1}, s) \\ e & f(\xi_{2}, s) \end{array} \right),

    where e = (0, 1, \dots, s-1)^{T} . Obviously, the elements of f(\xi_{1}, s) and f(\xi_{2}, s) are all taken from \{0, 1\} . Since f(\xi_{2}, s) = \textbf{1}_{s}-f(\xi_{1}, s) , (L_2, f(d_i, s)) is an OA\left(2s, s^{1}2^{1}, 2\right) , i = 1, 2, \ldots, s! . From Lemma 3, the design D = (D_{1}, D_{2}) is an MCD\left(2s, 2^{1}s^{1}, s!\right)

    Proof of Theorem {\rm3}. The proof of Theorem 3 is similar to that of Theorem 2 and is therefore omitted here.

    Proof of Theorem {\rm4}. For i = 1, 2, \ldots, s_{1}-1 , j = 1, 2, \ldots, s_{2}-1 , let f_{0i} and u_{0j} be the i th and j th columns of F_{0} and U_{0} , respectively.

    (i) Since F = (F_{0}, f_{1}, f_{2}) is an OA\left(s_{1}^{2}, s_{1}^{s_{1}+1}, 2\right) , U = (U_{0}, u_{1}, u_{2}) is an OA\left(s_{1}^{2}, s_{2}^{s_{2}+1}, 2\right) , (f_{0i}, u_{0j}) is an OA\left(s_{1}^{2}, s_{1}^{1}s_{2}^{1}, 2\right) , and (f_{0i}, u_{1}) is an OA\left(s_{1}^{2}, s_{1}^{1}s_{2}^{1}, 2\right) , i = 1, 2, \ldots, s_{1}-1 , j = 1, 2, \ldots, s_{2}-1 , thus D_1 is an OA\left(s_{1}^{2}, s_{1}^{s_{1}-1}s_{2}^{s_2}, 2\right) .

    (ii) According to Proposition 1 of [24], we can obtain that (v_{i}, v_{j}, u_{1}, u_{2}) is an OA\left(s_{1}^{2}, s_{2}^{4}, 4\right) , where s_{1} = s_{2}^{2} , i\neq j , i, j = 1, 2, \ldots, 2k . Thus, D_2 is an LHD\left(s_{1}^{2}, 2k\right) , where if s_{2} is odd, k = (s_{2}+1)/2 ; if s_{2} is even, k = s_{2}/2 .

    (iii) For h = 1, 2, \ldots, k , let d_{2h-1} and d_{2h} be the (2h-1) th and 2h th columns of D_{2} , respectively, then d_{2h-1} = s_{2}^{3}v_{2h-1}+s_{2}^{2}v_{2h}+s_{2}u_{2}+u_{1} and d_{2h} = s_{2}^{3}v_{2h}+s_{2}^{2}v_{2h-1}+s_{2}u_{2}+u_{1} . Obviously, for i = 1, 2, \ldots, s_{1}-1 , j = 1, 2, \ldots, s_{2}-1 , h = 1, 2, \ldots, k , (f_{0i}, f(d_{2h-1}, s_{1})) = (f_{0i}, s_{2}v_{2h-1}+v_{2h}) , (f_{0i}, f(d_{2h}, s_{1})) = (f_{0i}, s_{2}v_{2h}+v_{2h-1}) , (u_{0j}, f(d_{2h-1}, s_{1})) = (u_{0j}, s_{2}^{2}v_{2h-1}+s_{2}v_{2h}+u_{2}) , (u_{0j}, f(d_{2h}, s_{1})) = (u_{0j}, s_{2}^{2}v_{2h}+s_{2}v_{2h-1}+u_{2}) , (u_{1}, f(d_{2h-1}, s_{1})) = (u_{1}, s_{2}^{2}v_{2h-1}+s_{2}v_{2h}+u_{2}) , and (u_{1}, f(d_{2h}, s_{1})) = (u_{0j}, s_{2}^{2}v_{2h}+s_{2}v_{2h-1}+u_{2}) , where s_{1} = s_{2}^{2} . According to Proposition 1 of [24], for s_{1} = s_{2}^{2} , it is easy to obtain that (f_{0i}, v_{2h-1}, v_{2h}) is an OA\left(s_{1}^{2}, s_{1}^{1}s_{2}^{2}, 3\right) , and both (u_{1}, u_{2}, v_{2h-1}, v_{2h}) and (u_{2}, u_{0j}, v_{2h-1}, v_{2h}) are OA\left(s_{2}^{4}, s_{2}^{4}, 4\right) 's, where i = 1, 2, \ldots, s_{1}-1 , j = 1, 2, \ldots, s_{2}-1 , h = 1, 2, \ldots, k . Therefore, both (f_{0i}, f(d_{2h-1}, s_{1})) and (f_{0i}, f(d_{2h}, s_{1})) are OA\left(s_{1}^{2}, s_{1}^{2}, 2\right) 's, and (u_{0j}, f(d_{2h-1}, s_{2})) , (u_{0j}, f(d_{2h}, s_{2})) , (u_{1}, f(d_{2h-1}, s_{2})) , and (u_{1}, f(d_{2h}, s_{2})) are all OA\left(s_{2}^{4}, s_{2}^{1}(s_{2}^{3})^{1}, 2\right) 's, where s_{1} = s_{2}^{2} , i = 1, 2, \ldots, s_{1}-1 , j = 1, 2, \ldots, s_{2}-1 , h = 1, 2, \ldots, k . From Lemma 3, the design (D_1, D_2) is an MCD\left(s_{1}^{2}, s_{1}^{s_{1}-1}s_{2}^{s_2}, 2k\right) .

    (iv) Since f\left (D_2, {s_2}^3 \right) = W_1 and W_1 is an OA\left(s_{1}^{2}, s_{2}^{2k}, 2\right) with s_1 = {s_2}^2 , thus any two distinct columns of D_2 achieve s_2 \times s_2 grids stratification.

    Proof of Theorem {\rm5}. The proof of Theorem 5 is similar to that of Theorem 4 and is therefore omitted here.

    Proof of Theorem {\rm6}. (i) Since f(D_{2}, s_{2}^{3}) = (W_{1}, X_{1}) and (W_{1}, X_{1}) is an OA\left(s_{1}^{2}, s_{2}^{4k}, 2\right) , thus Theorem 6 (i) is true.

    (ii) For j, j' = 1, 2, \ldots, 2k , it is easy to see that f(d_1^{j}, s_{2}^{2}) = s_{2}v_{2j-1}+v_{2j} or f(d_1^{j}, s_{2}^{2}) = s_{2}v_{2j}+v_{2j-1} , and f(d_2^{j'}, s_{2}^{2}) = s_{2}z_{2j'-1}+z_{2j'} or f(d_2^{j'}, s_{2}^{2}) = s_{2}z_{2j'}+z_{2j'-1} . According to Proposition 1 of [24], it is easy to obtain that (v_{2j-1}, v_{2j}, z_{2j'-1}, z_{2j'}) is an OA\left(s_{2}^{4}, s_{2}^{4}, 4\right) . Thus, Theorem 6 (ii) is true.

    (iii-iv) From Proposition 1 of [24], it is known that any two columns of V in Algorithm 4 and any two columns of Z in Algorithm 5 form an OA\left(s_{1}^{4}, s_{2}^{4}, 4\right) with s_1 = {s_2}^2 . Similar to the proof of (ii), thus (iii) and (iv) are true.

    Table 17.  Matrices G , E , and C in Example 2.
    Run G E C Run G E C Run G E C
    l_1 l_2 A e_1 e_2 e_3 c_1 c_2 c_3 l_1 l_2 A e_1 e_2 e_3 c_1 c_2 c_3 l_1 l_2 A e_1 e_2 e_3 c_1 c_2 c_3
    1 0 0 0 0 0 0 0 0 1 1 0 2 0 49 4 0 4 4 4 4 4 4 4 4 0 2 0 97 8 0 8 8 8 8 8 8 8 8 0 2 0
    2 0 1 1 6 3 8 4 0 1 1 1 3 1 50 4 1 5 10 1 6 2 4 4 4 1 3 1 98 8 1 9 2 11 4 6 8 8 8 1 3 1
    3 0 2 2 8 6 1 11 0 1 1 2 0 2 51 4 2 0 6 10 5 9 4 4 4 2 0 2 99 8 2 10 4 2 9 1 8 8 8 2 0 2
    4 0 3 3 2 1 11 10 0 1 1 3 1 3 52 4 3 1 0 5 9 8 4 4 4 3 1 3 100 8 3 11 10 9 1 0 8 8 8 3 1 3
    5 0 4 4 7 9 5 2 0 1 1 4 4 8 53 4 4 2 11 7 3 0 4 4 4 4 4 8 101 8 4 6 3 5 7 10 8 8 8 4 4 8
    6 0 5 5 1 11 9 7 0 1 1 5 5 9 54 4 5 3 5 9 7 11 4 4 4 5 5 9 102 8 5 7 9 1 5 3 8 8 8 5 5 9
    7 0 6 6 9 2 3 8 0 1 1 6 6 10 55 4 6 10 7 0 1 6 4 4 4 6 6 10 103 8 6 2 5 10 11 4 8 8 8 6 6 10
    8 0 7 7 11 8 10 6 0 1 1 7 7 11 56 4 7 11 9 6 8 10 4 4 4 7 7 11 104 8 7 3 1 4 0 2 8 8 8 7 7 11
    9 0 8 8 4 5 2 9 0 1 1 8 8 4 57 4 8 6 2 3 0 7 4 4 4 8 8 4 105 8 8 4 6 7 10 5 8 8 8 8 8 4
    10 0 9 9 10 4 7 1 0 1 1 9 9 5 58 4 9 7 8 2 11 5 4 4 4 9 9 5 106 8 9 5 0 6 3 9 8 8 8 9 9 5
    11 0 10 10 5 7 6 3 0 1 1 10 10 6 59 4 10 8 3 11 10 1 4 4 4 10 10 6 107 8 10 0 7 3 2 11 8 8 8 10 10 6
    12 0 11 11 3 10 4 5 0 1 1 11 11 7 60 4 11 9 1 8 2 3 4 4 4 11 11 7 108 8 11 1 11 0 6 7 8 8 8 11 11 7
    13 1 0 1 1 1 1 1 1 0 0 0 2 0 61 5 0 5 5 5 5 5 5 5 5 0 2 0 109 9 0 9 9 9 9 9 9 9 9 0 2 0
    14 1 1 2 7 4 9 5 1 0 0 1 3 1 62 5 1 0 11 2 7 3 5 5 5 1 3 1 110 9 1 10 3 6 5 7 9 9 9 1 3 1
    15 1 2 3 9 7 2 6 1 0 0 2 0 2 63 5 2 1 7 11 0 10 5 5 5 2 0 2 111 9 2 11 5 3 10 2 9 9 9 2 0 2
    16 1 3 4 3 2 6 11 1 0 0 3 1 3 64 5 3 2 1 0 10 9 5 5 5 3 1 3 112 9 3 6 11 10 2 1 9 9 9 3 1 3
    17 1 4 5 8 10 0 3 1 0 0 4 4 8 65 5 4 3 6 8 4 1 5 5 5 4 4 8 113 9 4 7 4 0 8 11 9 9 9 4 4 8
    18 1 5 0 2 6 10 8 1 0 0 5 5 9 66 5 5 4 0 10 8 6 5 5 5 5 5 9 114 9 5 8 10 2 0 4 9 9 9 5 5 9
    19 1 6 7 10 3 4 9 1 0 0 6 6 10 67 5 6 11 8 1 2 7 5 5 5 6 6 10 115 9 6 3 0 11 6 5 9 9 9 6 6 10
    20 1 7 8 6 9 11 7 1 0 0 7 7 11 68 5 7 6 10 7 9 11 5 5 5 7 7 11 116 9 7 4 2 5 1 3 9 9 9 7 7 11
    21 1 8 9 5 0 3 10 1 0 0 8 8 4 69 5 8 7 3 4 1 8 5 5 5 8 8 4 117 9 8 5 7 8 11 0 9 9 9 8 8 4
    22 1 9 10 11 5 8 2 1 0 0 9 9 5 70 5 9 8 9 3 6 0 5 5 5 9 9 5 118 9 9 0 1 7 4 10 9 9 9 9 9 5
    23 1 10 11 0 8 7 4 1 0 0 10 10 6 71 5 10 9 4 6 11 2 5 5 5 10 10 6 119 9 10 1 8 4 3 6 9 9 9 10 10 6
    24 1 11 6 4 11 5 0 1 0 0 11 11 7 72 5 11 10 2 9 3 4 5 5 5 11 11 7 120 9 11 2 6 1 7 8 9 9 9 11 11 7
    25 2 0 2 2 2 2 2 2 2 2 0 2 0 73 6 0 6 6 6 6 6 6 6 6 0 2 0 121 10 0 10 10 10 10 10 10 10 10 0 2 0
    26 2 1 3 8 5 10 0 2 2 2 1 3 1 74 6 1 7 0 9 2 10 6 6 6 1 3 1 122 10 1 11 4 7 0 8 10 10 10 1 3 1
    27 2 2 4 10 8 3 7 2 2 2 2 0 2 75 6 2 8 2 0 7 5 6 6 6 2 0 2 123 10 2 6 0 4 11 3 10 10 10 2 0 2
    28 2 3 5 4 3 7 6 2 2 2 3 1 3 76 6 3 9 8 7 5 4 6 6 6 3 1 3 124 10 3 7 6 11 3 2 10 10 10 3 1 3
    29 2 4 0 9 11 1 4 2 2 2 4 4 8 77 6 4 10 1 3 11 8 6 6 6 4 4 8 125 10 4 8 5 1 9 6 10 10 10 4 4 8
    30 2 5 1 3 7 11 9 2 2 2 5 5 9 78 6 5 11 7 5 3 1 6 6 6 5 5 9 126 10 5 9 11 3 1 5 10 10 10 5 5 9
    31 2 6 8 11 4 5 10 2 2 2 6 6 10 79 6 6 0 3 8 9 2 6 6 6 6 6 10 127 10 6 4 1 6 7 0 10 10 10 6 6 10
    32 2 7 9 7 10 6 8 2 2 2 7 7 11 80 6 7 1 5 2 4 0 6 6 6 7 7 11 128 10 7 5 3 0 2 4 10 10 10 7 7 11
    33 2 8 10 0 1 4 11 2 2 2 8 8 4 81 6 8 2 10 11 8 3 6 6 6 8 8 4 129 10 8 0 8 9 6 1 10 10 10 8 8 4
    34 2 9 11 6 0 9 3 2 2 2 9 9 5 82 6 9 3 4 10 1 7 6 6 6 9 9 5 130 10 9 1 2 8 5 11 10 10 10 9 9 5
    35 2 10 6 1 9 8 5 2 2 2 10 10 6 83 6 10 4 11 1 0 9 6 6 6 10 10 6 131 10 10 2 9 5 4 7 10 10 10 10 10 6
    36 2 11 7 5 6 0 1 2 2 2 11 11 7 84 6 11 5 9 4 10 11 6 6 6 11 11 7 132 10 11 3 7 2 8 9 10 10 10 11 11 7
    37 3 0 3 3 3 3 3 3 3 3 0 2 0 85 7 0 7 7 7 7 7 7 7 7 0 2 0 133 11 0 11 11 11 11 11 11 11 11 0 2 0
    38 3 1 4 9 0 11 1 3 3 3 1 3 1 86 7 1 8 1 10 3 11 7 7 7 1 3 1 134 11 1 6 5 8 1 9 11 11 11 1 3 1
    39 3 2 5 11 9 4 8 3 3 3 2 0 2 87 7 2 9 3 1 8 0 7 7 7 2 0 2 135 11 2 7 1 5 6 4 11 11 11 2 0 2
    40 3 3 0 5 4 8 7 3 3 3 3 1 3 88 7 3 10 9 8 0 5 7 7 7 3 1 3 136 11 3 8 7 6 4 3 11 11 11 3 1 3
    41 3 4 1 10 6 2 5 3 3 3 4 4 8 89 7 4 11 2 4 6 9 7 7 7 4 4 8 137 11 4 9 0 2 10 7 11 11 11 4 4 8
    42 3 5 2 4 8 6 10 3 3 3 5 5 9 90 7 5 6 8 0 4 2 7 7 7 5 5 9 138 11 5 10 6 4 2 0 11 11 11 5 5 9
    43 3 6 9 6 5 0 11 3 3 3 6 6 10 91 7 6 1 4 9 10 3 7 7 7 6 6 10 139 11 6 5 2 7 8 1 11 11 11 6 6 10
    44 3 7 10 8 11 7 9 3 3 3 7 7 11 92 7 7 2 0 3 5 1 7 7 7 7 7 11 140 11 7 0 4 1 3 5 11 11 11 7 7 11
    45 3 8 11 1 2 5 6 3 3 3 8 8 4 93 7 8 3 11 6 9 4 7 7 7 8 8 4 141 11 8 1 9 10 7 2 11 11 11 8 8 4
    46 3 9 6 7 1 10 4 3 3 3 9 9 5 94 7 9 4 5 11 2 8 7 7 7 9 9 5 142 11 9 2 3 9 0 6 11 11 11 9 9 5
    47 3 10 7 2 10 9 0 3 3 3 10 10 6 95 7 10 5 6 2 1 10 7 7 7 10 10 6 143 11 10 3 10 0 5 8 11 11 11 10 10 6
    48 3 11 8 0 7 1 2 3 3 3 11 11 7 96 7 11 0 10 5 11 6 7 7 7 11 11 7 144 11 11 4 8 3 9 10 11 11 11 11 11 7

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    Table 18.  D = \left(D_{1}, D_{2}\right) in Example 2.
    Run MCD(D_1, D_2) Run MCD(D_1, D_2) Run MCD(D_1, D_2)
    D_1 D_2 D_1 D_2 D_1 D_2
    A B^* A B^* A B^*
    1 0 0 0 0 0 1 1 0 14 12 49 4 4 4 4 4 1 1 48 50 48 97 8 8 8 8 8 1 1 96 98 96
    2 1 6 3 8 4 0 0 1 15 13 50 5 10 1 6 2 0 0 49 51 49 98 9 2 11 4 6 0 0 97 99 97
    3 2 8 6 1 11 0 0 2 12 14 51 0 6 10 5 9 0 0 50 48 50 99 10 4 2 9 1 0 0 98 96 98
    4 3 2 1 11 10 1 1 3 13 15 52 1 0 5 9 8 1 1 51 49 51 100 11 10 9 1 0 1 1 99 97 99
    5 4 7 9 5 2 1 1 4 16 20 53 2 11 7 3 0 1 1 52 52 56 101 6 3 5 7 10 1 1 100 100 104
    6 5 1 11 9 7 0 0 5 17 21 54 3 5 9 7 11 0 0 53 53 57 102 7 9 1 5 3 0 0 101 101 105
    7 6 9 2 3 8 0 1 6 18 22 55 10 7 0 1 6 0 1 54 54 58 103 2 5 10 11 4 0 1 102 102 106
    8 7 11 8 10 6 1 0 7 19 23 56 11 9 6 8 10 1 0 55 55 59 104 3 1 4 0 2 1 0 103 103 107
    9 8 4 5 2 9 0 1 8 20 16 57 6 2 3 0 7 0 1 56 56 52 105 4 6 7 10 5 0 1 104 104 100
    10 9 10 4 7 1 1 0 9 21 17 58 7 8 2 11 5 1 0 57 57 53 106 5 0 6 3 9 1 0 105 105 101
    11 10 5 7 6 3 1 0 10 22 18 59 8 3 11 10 1 1 0 58 58 54 107 0 7 3 2 11 1 0 106 106 102
    12 11 3 10 4 5 0 1 11 23 19 60 9 1 8 2 3 0 1 59 59 55 108 1 11 0 6 7 0 1 107 107 103
    13 1 1 1 1 1 1 1 12 2 0 61 5 5 5 5 5 1 1 60 62 60 109 9 9 9 9 9 1 1 108 110 108
    14 2 7 4 9 5 0 0 13 3 1 62 0 11 2 7 3 0 0 61 63 61 110 10 3 6 5 7 0 0 109 111 109
    15 3 9 7 2 6 0 0 14 0 2 63 1 7 11 0 10 0 0 62 60 62 111 11 5 3 10 2 0 0 110 108 110
    16 4 3 2 6 11 1 1 15 1 3 64 2 1 0 10 9 1 1 63 61 63 112 6 11 10 2 1 1 1 111 109 111
    17 5 8 10 0 3 1 1 16 4 8 65 3 6 8 4 1 1 1 64 64 68 113 7 4 0 8 11 1 1 112 112 116
    18 0 2 6 10 8 0 0 17 5 9 66 4 0 10 8 6 0 0 65 65 69 114 8 10 2 0 4 0 0 113 113 117
    19 7 10 3 4 9 0 1 18 6 10 67 11 8 1 2 7 0 1 66 66 70 115 3 0 11 6 5 0 1 114 114 118
    20 8 6 9 11 7 1 0 19 7 11 68 6 10 7 9 11 1 0 67 67 71 116 4 2 5 1 3 1 0 115 115 119
    21 9 5 0 3 10 0 1 20 8 4 69 7 3 4 1 8 0 1 68 68 64 117 5 7 8 11 0 0 1 116 116 112
    22 10 11 5 8 2 1 0 21 9 5 70 8 9 3 6 0 1 0 69 69 65 118 0 1 7 4 10 1 0 117 117 113
    23 11 0 8 7 4 1 0 22 10 6 71 9 4 6 11 2 1 0 70 70 66 119 1 8 4 3 6 1 0 118 118 114
    24 6 4 11 5 0 0 1 23 11 7 72 10 2 9 3 4 0 1 71 71 67 120 2 6 1 7 8 0 1 119 119 115
    25 2 2 2 2 2 1 1 24 26 24 73 6 6 6 6 6 1 1 72 74 72 121 10 10 10 10 10 1 1 120 122 120
    26 3 8 5 10 0 0 0 25 27 25 74 7 0 9 2 10 0 0 73 75 73 122 11 4 7 0 8 0 0 121 123 121
    27 4 10 8 3 7 0 0 26 24 26 75 8 2 0 7 5 0 0 74 72 74 123 6 0 4 11 3 0 0 122 120 122
    28 5 4 3 7 6 1 1 27 25 27 76 9 8 7 5 4 1 1 75 73 75 124 7 6 11 3 2 1 1 123 121 123
    29 0 9 11 1 4 1 1 28 28 32 77 10 1 3 11 8 1 1 76 76 80 125 8 5 1 9 6 1 1 124 124 128
    30 1 3 7 11 9 0 0 29 29 33 78 11 7 5 3 1 0 0 77 77 81 126 9 11 3 1 5 0 0 125 125 129
    31 8 11 4 5 10 0 1 30 30 34 79 0 3 8 9 2 0 1 78 78 82 127 4 1 6 7 0 0 1 126 126 130
    32 9 7 10 6 8 1 0 31 31 35 80 1 5 2 4 0 1 0 79 79 83 128 5 3 0 2 4 1 0 127 127 131
    33 10 0 1 4 11 0 1 32 32 28 81 2 10 11 8 3 0 1 80 80 76 129 0 8 9 6 1 0 1 128 128 124
    34 11 6 0 9 3 1 0 33 33 29 82 3 4 10 1 7 1 0 81 81 77 130 1 2 8 5 11 1 0 129 129 125
    35 6 1 9 8 5 1 0 34 34 30 83 4 11 1 0 9 1 0 82 82 78 131 2 9 5 4 7 1 0 130 130 126
    36 7 5 6 0 1 0 1 35 35 31 84 5 9 4 10 11 0 1 83 83 79 132 3 7 2 8 9 0 1 131 131 127
    37 3 3 3 3 3 1 1 36 38 36 85 7 7 7 7 7 1 1 84 86 84 133 11 11 11 11 11 1 1 132 134 132
    38 4 9 0 11 1 0 0 37 39 37 86 8 1 10 3 11 0 0 85 87 85 134 6 5 8 1 9 0 0 133 135 133
    39 5 11 9 4 8 0 0 38 36 38 87 9 3 1 8 0 0 0 86 84 86 135 7 1 5 6 4 0 0 134 132 134
    40 0 5 4 8 7 1 1 39 37 39 88 10 9 8 0 5 1 1 87 85 87 136 8 7 6 4 3 1 1 135 133 135
    41 1 10 6 2 5 1 1 40 40 44 89 11 2 4 6 9 1 1 88 88 92 137 9 0 2 10 7 1 1 136 136 140
    42 2 4 8 6 10 0 0 41 41 45 90 6 8 0 4 2 0 0 89 89 93 138 10 6 4 2 0 0 0 137 137 141
    43 9 6 5 0 11 0 1 42 42 46 91 1 4 9 10 3 0 1 90 90 94 139 5 2 7 8 1 0 1 138 138 142
    44 10 8 11 7 9 1 0 43 43 47 92 2 0 3 5 1 1 0 91 91 95 140 0 4 1 3 5 1 0 139 139 143
    45 11 1 2 5 6 0 1 44 44 40 93 3 11 6 9 4 0 1 92 92 88 141 1 9 10 7 2 0 1 140 140 136
    46 6 7 1 10 4 1 0 45 45 41 94 4 5 11 2 8 1 0 93 93 89 142 2 3 9 0 6 1 0 141 141 137
    47 7 2 10 9 0 1 0 46 46 42 95 5 6 2 1 10 1 0 94 94 90 143 3 10 0 5 8 1 0 142 142 138
    48 8 0 7 1 2 0 1 47 47 43 96 0 10 5 11 6 0 1 95 95 91 144 4 8 3 9 10 0 1 143 143 139

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    Table 19.  Matrix H in Example 7.
    Run H Run H Run H
    1 0 0 0 0 4 1 0 1 1 7 2 0 2 2
    2 0 1 1 2 5 1 1 2 0 8 2 1 0 1
    3 0 2 2 1 6 1 2 0 2 9 2 2 1 0

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    Table 20.  Matrices F , U , V , and Z in Example 7.
    Run F U V Z Run F U V Z
    {F_0}^{*} f_0 f_1 f_2 U_0 u_1 u_2 v_1 v_2 v_{3} v_{4} z_1 z_2 z_{3} z_{4} {F_0}^{*} f_0 f_1 f_2 U_0 u_1 u_2 v_1 v_2 v_{3} v_{4} z_1 z_2 z_{3} z_{4}
    1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 42 4 5 6 3 2 0 7 1 5 8 1 2 0 2 2 2 1 0 0 1 1 2
    2 0 1 1 2 3 4 5 6 7 8 2 1 0 1 2 2 1 0 2 0 2 2 43 4 6 3 2 0 7 1 5 8 6 2 2 1 0 2 0 2 2 1 2 0 2
    3 0 2 2 3 4 5 6 7 8 1 2 2 1 0 0 1 1 2 2 1 0 1 44 4 7 2 0 7 1 5 8 6 3 2 0 2 2 1 0 1 1 2 2 1 0
    4 0 3 3 4 5 6 7 8 1 2 0 1 1 2 0 2 2 1 2 2 1 0 45 4 8 0 7 1 5 8 6 3 2 1 0 1 1 0 2 2 1 2 0 2 2
    5 0 4 4 5 6 7 8 1 2 3 0 2 2 1 1 0 1 1 0 1 1 2 46 5 0 5 5 5 5 5 5 5 5 1 2 0 2 1 2 0 2 1 2 0 2
    6 0 5 5 6 7 8 1 2 3 4 1 0 1 1 1 1 2 0 0 2 2 1 47 5 1 0 8 2 6 1 7 4 3 1 1 2 0 1 0 1 1 2 1 0 1
    7 0 6 6 7 8 1 2 3 4 5 1 1 2 0 1 2 0 2 1 0 1 1 48 5 2 8 2 6 1 7 4 3 0 1 0 1 1 0 0 0 0 1 1 2 0
    8 0 7 7 8 1 2 3 4 5 6 1 2 0 2 2 0 2 2 1 1 2 0 49 5 3 2 6 1 7 4 3 0 8 0 0 0 0 2 2 1 0 1 0 1 1
    9 0 8 8 1 2 3 4 5 6 7 2 0 2 2 2 1 0 1 1 2 0 2 50 5 4 6 1 7 4 3 0 8 2 2 2 1 0 0 2 2 1 0 0 0 0
    10 1 0 1 1 1 1 1 1 1 1 0 1 1 2 0 1 1 2 0 1 1 2 51 5 5 1 7 4 3 0 8 2 6 0 2 2 1 2 0 2 2 2 2 1 0
    11 1 1 5 3 8 7 0 4 6 2 2 0 2 2 0 2 2 1 1 1 2 0 52 5 6 7 4 3 0 8 2 6 1 2 0 2 2 0 1 1 2 0 2 2 1
    12 1 2 3 8 7 0 4 6 2 5 0 2 2 1 1 2 0 2 2 0 2 2 53 5 7 4 3 0 8 2 6 1 7 0 1 1 2 2 1 0 1 2 0 2 2
    13 1 3 8 7 0 4 6 2 5 3 1 2 0 2 1 0 1 1 0 2 2 1 54 5 8 3 0 8 2 6 1 7 4 2 1 0 1 1 1 2 0 0 1 1 2
    14 1 4 7 0 4 6 2 5 3 8 1 0 1 1 2 2 1 0 1 2 0 2 55 6 0 6 6 6 6 6 6 6 6 2 0 2 2 2 0 2 2 2 0 2 2
    15 1 5 0 4 6 2 5 3 8 7 2 2 1 0 2 1 0 1 1 0 1 1 56 6 1 4 0 1 3 7 2 8 5 2 2 1 0 1 2 0 2 0 2 2 1
    16 1 6 4 6 2 5 3 8 7 0 2 1 0 1 0 0 0 0 2 2 1 0 57 6 2 0 1 3 7 2 8 5 4 1 2 0 2 1 1 2 0 2 2 1 0
    17 1 7 6 2 5 3 8 7 0 4 0 0 0 0 1 1 2 0 2 1 0 1 58 6 3 1 3 7 2 8 5 4 0 1 1 2 0 0 0 0 0 1 2 0 2
    18 1 8 2 5 3 8 7 0 4 6 1 1 2 0 2 0 2 2 0 0 0 0 59 6 4 3 7 2 8 5 4 0 1 0 0 0 0 0 1 1 2 1 1 2 0
    19 2 0 2 2 2 2 2 2 2 2 0 2 2 1 0 2 2 1 0 2 2 1 60 6 5 7 2 8 5 4 0 1 3 0 1 1 2 1 0 1 1 0 0 0 0
    20 2 1 3 6 4 1 8 0 5 7 1 2 0 2 2 1 0 1 0 0 0 0 61 6 6 2 8 5 4 0 1 3 7 1 0 1 1 2 1 0 1 0 1 1 2
    21 2 2 6 4 1 8 0 5 7 3 2 1 0 1 1 0 1 1 1 2 0 2 62 6 7 8 5 4 0 1 3 7 2 2 1 0 1 0 2 2 1 1 0 1 1
    22 2 3 4 1 8 0 5 7 3 6 1 0 1 1 2 0 2 2 2 1 0 1 63 6 8 5 4 0 1 3 7 2 8 0 2 2 1 2 2 1 0 2 1 0 1
    23 2 4 1 8 0 5 7 3 6 4 2 0 2 2 1 1 2 0 1 0 1 1 64 7 0 7 7 7 7 7 7 7 7 2 1 0 1 2 1 0 1 2 1 0 1
    24 2 5 8 0 5 7 3 6 4 1 1 1 2 0 0 1 1 2 2 0 2 2 65 7 1 6 5 0 2 4 8 3 1 1 0 1 1 0 1 1 2 2 2 1 0
    25 2 6 0 5 7 3 6 4 1 8 0 1 1 2 2 2 1 0 1 1 2 0 66 7 2 5 0 2 4 8 3 1 6 0 1 1 2 2 0 2 2 1 0 1 1
    26 2 7 5 7 3 6 4 1 8 0 2 2 1 0 0 0 0 0 0 1 1 2 67 7 3 0 2 4 8 3 1 6 5 2 0 2 2 1 2 0 2 0 1 1 2
    27 2 8 7 3 6 4 1 8 0 5 0 0 0 0 1 2 0 2 2 2 1 0 68 7 4 2 4 8 3 1 6 5 0 1 2 0 2 0 0 0 0 2 0 2 2
    28 3 0 3 3 3 3 3 3 3 3 1 0 1 1 1 0 1 1 1 0 1 1 69 7 5 4 8 3 1 6 5 0 2 0 0 0 0 0 2 2 1 1 2 0 2
    29 3 1 8 4 7 5 2 1 0 6 0 0 0 0 2 0 2 2 0 1 1 2 70 7 6 8 3 1 6 5 0 2 4 0 2 2 1 1 1 2 0 0 0 0 0
    30 3 2 4 7 5 2 1 0 6 8 2 0 2 2 2 2 1 0 0 0 0 0 71 7 7 3 1 6 5 0 2 4 8 1 1 2 0 2 2 1 0 0 2 2 1
    31 3 3 7 5 2 1 0 6 8 4 2 2 1 0 1 1 2 0 2 0 2 2 72 7 8 1 6 5 0 2 4 8 3 2 2 1 0 1 0 1 1 1 1 2 0
    32 3 4 5 2 1 0 6 8 4 7 1 1 2 0 2 1 0 1 2 2 1 0 73 8 0 8 8 8 8 8 8 8 8 2 2 1 0 2 2 1 0 2 2 1 0
    33 3 5 2 1 0 6 8 4 7 5 2 1 0 1 1 2 0 2 1 1 2 0 74 8 1 2 7 6 0 3 5 1 4 0 1 1 2 1 1 2 0 1 2 0 2
    34 3 6 1 0 6 8 4 7 5 2 1 2 0 2 0 2 2 1 2 1 0 1 75 8 2 7 6 0 3 5 1 4 2 1 1 2 0 0 2 2 1 0 1 1 2
    35 3 7 0 6 8 4 7 5 2 1 0 2 2 1 0 1 1 2 1 2 0 2 76 8 3 6 0 3 5 1 4 2 7 0 2 2 1 2 1 0 1 1 1 2 0
    36 3 8 6 8 4 7 5 2 1 0 0 1 1 2 0 0 0 0 0 2 2 1 77 8 4 0 3 5 1 4 2 7 6 2 1 0 1 2 0 2 2 0 2 2 1
    37 4 0 4 4 4 4 4 4 4 4 1 1 2 0 1 1 2 0 1 1 2 0 78 8 5 3 5 1 4 2 7 6 0 2 0 2 2 0 0 0 0 2 1 0 1
    38 4 1 7 1 5 8 6 3 2 0 0 2 2 1 0 0 0 0 1 0 1 1 79 8 6 5 1 4 2 7 6 0 3 0 0 0 0 1 0 1 1 2 0 2 2
    39 4 2 1 5 8 6 3 2 0 7 0 0 0 0 2 1 0 1 0 2 2 1 80 8 7 1 4 2 7 6 0 3 5 1 0 1 1 1 2 0 2 0 0 0 0
    40 4 3 5 8 6 3 2 0 7 1 2 1 0 1 0 1 1 2 0 0 0 0 81 8 8 4 2 7 6 0 3 5 1 1 2 0 2 0 1 1 2 1 0 1 1
    41 4 4 8 6 3 2 0 7 1 5 0 1 1 2 1 2 0 2 2 1 0 1

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    Table 21.  D = \left(D_{1}, D_{2}\right) in Example 7.
    Run MCD(D_1, D_2) Run MCD(D_1, D_2)
    D_{1} D_{2} D_{1} D_{2}
    1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 42 4 5 6 3 2 0 7 1 2 0 78 78 33 15 15 33 51 69
    2 0 1 1 2 3 4 5 2 1 0 75 75 30 12 57 21 75 75 43 4 6 3 2 0 7 1 2 2 1 55 19 73 73 46 64 19 55
    3 0 2 2 3 4 5 6 2 2 1 10 28 46 64 64 46 10 28 44 4 7 2 0 7 1 5 2 0 2 35 17 44 44 80 80 35 17
    4 0 3 3 4 5 6 7 0 1 1 25 61 70 52 79 79 34 16 45 4 8 0 7 1 5 8 1 0 1 22 58 67 49 58 22 76 76
    5 0 4 4 5 6 7 8 0 2 2 32 14 41 41 14 32 50 68 46 5 0 5 5 5 5 5 1 2 0 51 69 24 60 51 69 24 60
    6 0 5 5 6 7 8 1 1 0 1 40 40 58 22 22 58 67 49 47 5 1 0 8 2 6 1 1 1 2 29 11 38 38 65 47 11 29
    7 0 6 6 7 8 1 2 1 1 2 47 65 20 56 29 11 38 38 48 5 2 8 2 6 1 7 1 0 1 4 4 4 4 40 40 58 22
    8 0 7 7 8 1 2 3 1 2 0 60 24 78 78 42 42 60 24 49 5 3 2 6 1 7 4 0 0 0 72 72 27 9 27 9 36 36
    9 0 8 8 1 2 3 4 2 0 2 71 53 17 35 53 71 26 62 50 5 4 6 1 7 4 3 2 2 1 19 55 64 46 1 1 1 1
    10 1 1 1 1 1 1 1 0 1 1 16 34 52 70 16 34 52 70 51 5 5 1 7 4 3 0 0 2 2 59 23 77 77 77 77 32 14
    11 1 1 5 3 8 7 0 2 0 2 26 62 71 53 44 44 62 26 52 5 6 7 4 3 0 8 2 0 2 17 35 53 71 26 62 71 53
    12 1 2 3 8 7 0 4 0 2 2 50 68 23 59 59 23 77 77 53 5 7 4 3 0 8 2 0 1 1 70 52 16 34 61 25 79 79
    13 1 3 8 7 0 4 6 1 2 0 33 15 42 42 24 60 69 51 54 5 8 3 0 8 2 6 2 1 0 39 39 57 21 12 30 48 66
    14 1 4 7 0 4 6 2 1 0 1 76 76 31 13 49 67 22 58 55 6 0 6 6 6 6 6 2 0 2 62 26 80 80 62 26 80 80
    15 1 5 0 4 6 2 5 2 2 1 64 46 10 28 28 10 37 37 56 6 1 4 0 1 3 7 2 2 1 46 64 19 55 19 55 64 46
    16 1 6 4 6 2 5 3 2 1 0 3 3 3 3 75 75 30 12 57 6 2 0 1 3 7 2 1 2 0 42 42 60 24 78 78 33 15
    17 1 7 6 2 5 3 8 0 0 0 36 36 54 18 63 45 9 27 58 6 3 1 3 7 2 8 1 1 2 2 2 2 2 47 65 20 56
    18 1 8 2 5 3 8 7 1 1 2 56 20 74 74 2 2 2 2 59 6 4 3 7 2 8 5 0 0 0 9 27 45 63 36 36 54 18
    19 2 0 2 2 2 2 2 0 2 2 23 59 68 50 23 59 68 50 60 6 5 7 2 8 5 4 0 1 1 34 16 43 43 7 7 7 7
    20 2 1 3 6 4 1 8 1 2 0 69 51 15 33 6 6 6 6 61 6 6 2 8 5 4 0 1 0 1 67 49 13 31 13 31 49 67
    21 2 2 6 4 1 8 0 2 1 0 30 12 39 39 48 66 21 57 62 6 7 8 5 4 0 1 2 1 0 21 57 66 48 30 12 39 39
    22 2 3 4 1 8 0 5 1 0 1 58 22 76 76 67 49 13 31 63 6 8 5 4 0 1 3 0 2 2 77 77 32 14 68 50 14 32
    23 2 4 1 8 0 5 7 2 0 2 44 44 62 26 35 17 44 44 64 7 0 7 7 7 7 7 2 1 0 66 48 12 30 66 48 12 30
    24 2 5 8 0 5 7 3 1 1 2 11 29 47 65 56 20 74 74 65 7 1 6 5 0 2 4 1 0 1 13 31 49 67 76 76 31 13
    25 2 6 0 5 7 3 6 0 1 1 79 79 34 16 43 43 61 25 66 7 2 5 0 2 4 8 0 1 1 61 25 79 79 34 16 43 43
    26 2 7 5 7 3 6 4 2 2 1 1 1 1 1 10 28 46 64 67 7 3 0 2 4 8 3 2 0 2 53 71 26 62 17 35 53 71
    27 2 8 7 3 6 4 1 0 0 0 45 63 18 54 72 72 27 9 68 7 4 2 4 8 3 1 1 2 0 6 6 6 6 60 24 78 78
    28 3 0 3 3 3 3 3 1 0 1 31 13 40 40 31 13 40 40 69 7 5 4 8 3 1 6 0 0 0 18 54 63 45 45 63 18 54
    29 3 1 8 4 7 5 2 0 0 0 54 18 72 72 9 27 45 63 70 7 6 8 3 1 6 5 0 2 2 41 41 59 23 5 5 5 5
    30 3 2 4 7 5 2 1 2 0 2 80 80 35 17 8 8 8 8 71 7 7 3 1 6 5 0 1 1 2 74 74 29 11 20 56 65 47
    31 3 3 7 5 2 1 0 2 2 1 37 37 55 19 55 19 73 73 72 7 8 1 6 5 0 2 2 2 1 28 10 37 37 37 37 55 19
    32 3 4 5 2 1 0 6 1 1 2 65 47 11 29 74 74 29 11 73 8 0 8 8 8 8 8 2 2 1 73 73 28 10 73 73 28 10
    33 3 5 2 1 0 6 8 2 1 0 48 66 21 57 39 39 57 21 74 8 1 2 7 6 0 3 0 1 1 43 43 61 25 52 70 25 61
    34 3 6 1 0 6 8 4 1 2 0 24 60 69 51 69 51 15 33 75 8 2 7 6 0 3 5 1 1 2 20 56 65 47 11 29 47 65
    35 3 7 0 6 8 4 7 0 2 2 14 32 50 68 50 68 23 59 76 8 3 6 0 3 5 1 0 2 2 68 50 14 32 41 41 59 23
    36 3 8 6 8 4 7 5 0 1 1 7 7 7 7 25 61 70 52 77 8 4 0 3 5 1 4 2 1 0 57 21 75 75 21 57 66 48
    37 4 0 4 4 4 4 4 1 1 2 38 38 56 20 38 38 56 20 78 8 5 3 5 1 4 2 2 0 2 8 8 8 8 71 53 17 35
    38 4 1 7 1 5 8 6 0 2 2 5 5 5 5 32 14 41 41 79 8 6 5 1 4 2 7 0 0 0 27 9 36 36 54 18 72 72
    39 4 2 1 5 8 6 3 0 0 0 63 45 9 27 18 54 63 45 80 8 7 1 4 2 7 6 1 0 1 49 67 22 58 4 4 4 4
    40 4 3 5 8 6 3 2 2 1 0 12 30 48 66 3 3 3 3 81 8 8 4 2 7 6 0 1 2 0 15 33 51 69 33 15 42 42
    41 4 4 8 6 3 2 0 0 1 1 52 70 25 61 70 52 16 34

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