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Dakota Reference Manual
Version 6.16
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
.