azula.linalg.covariance

Covariance matrices.

Classes

Covariance	Abstract covariance matrix.
DiagonalCovariance	Diagonal covariance matrix.
IsotropicCovariance	Isotropic covariance matrix.
DPLRCovariance	Diagonal plus low-rank (DPLR) covariance matrix.
PreconditionedCovariance	Preconditioned covariance matrix.

Descriptions

class azula.linalg.covariance.Covariance

Abstract covariance matrix.

class azula.linalg.covariance.DiagonalCovariance(D)

Diagonal covariance matrix.

class azula.linalg.covariance.IsotropicCovariance(lmbda)

Isotropic covariance matrix.

class azula.linalg.covariance.DPLRCovariance(D, V, S=None)

Diagonal plus low-rank (DPLR) covariance matrix.

class azula.linalg.covariance.PreconditionedCovariance(C, Qs)

Preconditioned covariance matrix.