tree 2120770795769e94cf1e89751ecb2afae82369a4
parent 7ec8ba2a64279b4a139ef528b85db8b8d81a3ae1
author Wannes Van Loock <wannes.vanloock@intermodalics.eu> 1449496283 +0100
committer Keir Mierle <mierle@gmail.com> 1451939200 +0000

Add covariance matrix for a vector of parameters

Computing the covariance matrix for a number of parameter blocks
previously required adding all parameter blocks to the computation and
subsequently assembling the matrix by concatenating all the blocks.

This patch adds the computation of the covariance matrix for a vector
of parameter blocks. All covariance block pairs are added automatically
and the resulting covariance matrix is assembled in the order the
parameter blocks appear.

Change-Id: I3b70c63f16862adc23a1d7fb7a21dde4e68abe9a