Blurb::
Determine how the final covariance matrix is computed
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 ==> :math:`\sigma^2 H^{-1} J^T J H^{-1}` 
- 2 or -2 ==> :math:`\sigma^2 H^{-1}` 
- 3 or -3 ==> :math:`\sigma^2 (J^T J)^{-1}` 
- 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``)
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