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Workspace Method covmatDiagonal

Description

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

Synopsis

covmatDiagonal(

output, out_inverse, vars )

Variables

GOUT	output	(Matrix, Sparse)	The matrix in which to store the covariance matrix.
GOUT	out_inverse	(Matrix, Sparse)	The matrix in which to store the inverse of the covariance matrix.
GIN	vars	(Vector)	Variances to be used as diagonal elements of covmat_block.