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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Specify the maximum percentage (as a decimal) of the eigenvalue energy not captured by the active subspace representation.
Alias: none
Argument(s): REAL
The truncation_tolerance
is used in the energy truncation method to identify an active subspace. The truncation
tolerance is used in the following equation to determine the subspace size:
where is the
truncation_tolerance
, is the estimated subspace size,
is the size of the full space, and
are the eigenvalues of the derivative matrix.
The default value for truncation_tolerance
is .