[valse.git] / src / test / generate_test_data / MATLAB_test_helpers / covariance.m

%covariance matrix for tests on synthetic data: A(i,j) = a^|i-j|
function[A] = covariance(p,a)

	A = a*ones(p,p);
	for i=1:p
		A(i,:) = A(i,:) .^ abs(i-(1:p));
	end

end
Commit	Line	Data
7b272073 BA	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