package gpr

Type of block diagonal matrices

create mats

• returns

  a block diagonal matrix whose block elements are made of the matrices in mats.

copy bm

• returns

  a copy of block diagonal matrix bm.

potrf ?jitter bm perform Cholesky factorization on block diagonal matrix bm using Cholesky jitter if given.

• parameter jitter

  default = no jitter

potri ?jitter ?factorize bm invert block diagonal matrix bm using its Cholesky factor. If factorize is false, it is assumed that the factorization has already been performed, otherwise it will be calculated using Cholesky jitter if given.

• parameter jitter

  default = no jitter

• parameter factorize

  default = true