With a large number of responses, the covariance matrix can
be very large. full_covariance is used to
force Dakota to output the full covariance matrix.
Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.