Dakota Reference Manual
Version 6.4
LargeScale Engineering Optimization and Uncertainty Analysis

Have Surfpack compute a nugget to handle illconditioning
Alias: none
Argument(s): INTEGER
Default: None
By default, the Surfpack GP handles illconditioning and does not use a nugget. If the user wishes to specify a nugget, there are two approaches.
find_nugget
= 1: assume that the reciprocal condition number of the correlation matrix R, rcondR, is zero and calculate the nugget needed to make the worst case of R not illconditioned. find_nugget
= 2: calculate rcondR, which requires a Cholesky factorization. If rcondR indicates that R is not illconditioned, then kriging uses the Cholesky factorization. Otherwise, if rcondR says R is ill conditioned, then kriging will calculate the nugget needed to make the worst case of R not ill conditioned. find_nugget
= 1 and 2 are similar, the second option just takes more computation (the initial Cholesky factorization) for larger problems.