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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Display only the diagonal terms of the covariance matrix
Alias: none
Argument(s): none
Default: diagonal_covariance for response vector > 10; else full_covariance
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).