Dakota Reference Manual: diagonal_covariance

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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).