Dakota Reference Manual: covariance

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covariance

Determine how the final covariance matrix is computed

## Specification

Alias: none

Argument(s): INTEGER

Default: 0 (no covariance)

## Description

`covariance` (NL2SOL's `covreq`) specifies whether and how NL2SOL computes a final covariance matrix.

The desired covariance approximation:

- 0 = default = none
- 1 or -1 ==>
- 2 or -2 ==>
- 3 or -3 ==>
- Negative values ==> estimate the final Hessian H by finite differences of function values only (using `fd_hessian_step_size`)
- Positive values ==> differences of gradients (using `fd_hessian_step_size`)