NAME
squared_exponential_covariance_function  The Squared Exponential covariance function in multiple dimensions
SYNOPSIS
#include "gp/gp_covariance_functions.h"
Example compile flags (system dependent):
DLINUX_X86_64 DLINUX_X86_64_OPTERON DGNU_COMPILER
I/home/kobus/include
L/home/kobus/misc/load/linux_x86_64_opteron L/usr/lib/x86_64linuxgnu
lKJB lfftw3 lgsl lgslcblas ljpeg lSVM lstdc++ lpthread lSLATEC lg2c lacml lacml_mv lblas lg2c lncursesw
int squared_exponential_covariance_function
(
Matrix **cov,
const Vector *t1,
const Vector *t2,
const void *l,
int d
);
DESCRIPTION
This routine is meant to be used with the fill_covariance_function. It is one
of the predefined covariance functions.
For a given pair of indices t1 and t2, the matrix pointed to by cov will be

2
exp(0.5( t1  t2 / l_p ) )I
where I is a d x d identity matrix. If the random variables of the Gaussian
process are vectors (i.e., if d > 1), then each component is independent of
the others. The characteristic length l_p, a double, is specified by
passing in a const void pointer l that points to it,
i.e., l == (const void*) &l_p.
If the matrix pointed to by cov is NULL, then a matrix of the appropriate
size is created. If it exists, but is the wrong size, then it is recreated.
Otherwise, the storage is recycled.
RETURNS
If the routine fails (due to storage allocation or an error in the
covariance function), then ERROR is returned with and error message being
set. Otherwise NO_ERROR is returned.
DISCLAIMER
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.
AUTHOR
Ernesto Brau
DOCUMENTER
Ernesto Brau
SEE ALSO
zero_mean_function