OperatorsΒΆ
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Abstract base class for composite covariance matrix operators. |
Block diagonal covariance matrix formed from two or more operands. |
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Hadamard (element-wise) product of two covariance matrices. |
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Kronecker product of two covariance matrices. |
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Matrix product of two covariance matrices. |
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Transpose of a covariance matrix. |
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Inverse of a covariance matrix. |
Covariance propagation operator. |
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Gram matrix operator: \(\symbf{X}^\top \symbf{X}\) or \(\symbf{X} \symbf{X}^\top\). |
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Sum of multiple covariance matrices. |
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Column-wise augmentation (horizontal concatenation) of covariance matrices. |
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Row-wise stacking (vertical concatenation) of covariance matrices. |