OperatorsΒΆ
|
Abstract base class for composite covariance matrix operators. |
Block diagonal covariance matrix formed from two or more operands. |
|
Hadamard (element-wise) product of two covariance matrices. |
|
Kronecker product of two covariance matrices. |
|
Covariance propagation operator. |
|
|
Gram matrix operator: \(\\symbf{X}^\\top \\symbf{X}\) or \(\\symbf{X} \\symbf{X}^\\top\). |
|
Sum of multiple covariance matrices. |