src/test/OLD_TEST_MATLAB/covariance.m

   1 %covariance matrix for tests on synthetic data: A(i,j) = a^|i-j|
   2 function[A] = covariance(p,a)
   3
   4     A = a*ones(p,p);
   5     for i=1:p
   6         A(i,:) = A(i,:) .^ abs(i-(1:p));
   7     end
   8
   9 end