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


Display only the diagonal terms of the covariance matrix

Specification

Alias: none

Argument(s): none

Default: diagonal_covariance for response vector > 10; else full_covariance

Description

With a large number of responses, the covariance matrix can be very large. diagonal_covariance is used to suppress the off-diagonal covariance terms (to save compute and memory resources and reduce output volume).