.. _method-stoch_collocation-diagonal_covariance:

"""""""""""""""""""
diagonal_covariance
"""""""""""""""""""


Display only the diagonal terms of the covariance matrix


.. toctree::
   :hidden:
   :maxdepth: 1



**Specification**

- *Alias:* None

- *Arguments:* 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).


