Is there any built-in function for decomposing a many-variables function as sum of products of single-variable functions? (I usually call this procedure Schmidt decomposition, but I'm not 100% that it is the correct name, and it is in some way analogous to the singular value decomposition in linear algebra)
$f(x,y)=\sum_k g_k u_k(x) v_k(y)$
where the functions u and v should be orthonormal.
Here a few examples of what I mean:
If the function is: $f(x,y)=\exp(-x^2-y^2)$ the output should be:
$g_1=1$
$u_1=\exp(-x^2)$
$v_1=\exp(-y^2)$
If the function is: $f(x,y)=\exp(-x^2-y^2)(x-y)$ the output should be:
$g_1=\frac{1}{\sqrt{2}}$
$u_1=\exp(-x^2)\ x$
$v_1=\exp(-y^2)$
$g_2=\frac{1}{\sqrt{2}}$
$u_2=\exp(-x^2)$
$v_2=-\exp(-y^2)\ y$