Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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diagonal


Specifies the diagonal matrix format when specifying a user-specified proposal covariance.

Specification

Alias: none

Argument(s): none

Description

When specifying the MCMC proposal covariance in an input file, this keyword declares the use of a diagonal matrix format, i.e., the user only provides the (positive) values along the diagonal.

Examples

method,                                 
        bayes_calibration queso
         samples = 1000 seed = 348
          dram
          proposal_covariance
            diagonal values 1.0e6 1.0e-1