Thank you for the reply @damarginal.
I have a case where I have a total of 17 independent manufacturing input parameters to an engineered system, plus 2 parameters that account for large, important trends in operating history. This gives me a total of M = 19.
Each of these parameters are to the best of my knowledge, independent of one another.
I was originally running the SOBOL analysis with N = 10000, so no wonder it was taking SO long… It actually required 210000 “realizations.”
So after reading your feedback, I’ve run the SOBOL analysis again, with N = 200, and N = 500 but I end up getting an error which looks as follows:
something went extremely wrong while trying to evaluate the analysis
You may find additional information in the catched exeption:
Improper assignment with rectangular empty
Error in uq_sobol_indices (line 163)
TotalSobolIndices(oo, : ) = tsindex;
Error in uq_sensitivity (line 83)
Error in uq_initialize_uq_sensitivity (line 861)
Error in AUTO_EAE_UQ_Improved_SLURM_v3 (line 346)
SobolAnalysis = uq_createAnalysis(SobolOpts);
Before I carry on and try a much larger size of N, could you please let me know what you think regarding whether the above error occurred simply because of the low number of N I’ve tried re-running the problem with (such that the problem didn’t converge)? Or do you think there is a different fundamental issue?