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Workspace Method covmatDiagonal


Sets the matrix in covmat_block to a diagonal matrix with the variances
provided in *vars* as diagonal elements.
Also sets covmat_block_inv to the inverse of the block so that the
computation of the inverse is avoided.

Authors: Simon Pfreundschuh


covmatDiagonal( out, out_inverse, vars )


GOUTout(Matrix, Sparse)The matrix in which to store the covariance matrix.
GOUTout_inverse(Matrix, Sparse)The matrix in which to store the inverse of the covariance matrix.
GINvars(Vector)Variances to be used as diagonal elements of covmat_block.