Exception: Leading minor of the array is not positive definite about smt HOT 3 CLOSED

With only 3 inputs, I would say you have too many training point and this can lead to ill-conditionned kriging matrix (kriging does not like too many points too close from each other). I would suggest to try with less training points. As a rule of thumb for a small input dimension, 10*dimension training points covering your input space should work fine.

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If you want to keep your 815 points in your training DOE, the other idea is to modify the correlation matrix by adding 'a small term' on the diagonal to improve the conditioning of the matrix (see this paper : https://www.asc.ohio-state.edu/statistics/comp_exp/jour.club/AndrianakisChallenor_CSDA2012.pdf).
The value of the nugget is chosen in file krg_based.py line 170; so if you modify it to :
nugget = 100.0 * MACHINE_EPSILON
instead of
nugget = 10.0 * MACHINE_EPSILON
You won't have anymore the error.

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@relf Thank you for the comment.
As you suggested, I reduced the number of points to 30 and the training was successfull. I will keep this point in mind.

@NatOnera Thank for the suggestion and the paper link. I will try this way.

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