x1Ainvx2: Multiply vector times matrix inverse times vector.
In cbdavis33/bcgp: Bayesian Composite Gaussian Processes

Description Usage Arguments Details Value Examples

x1Ainvx2 returns a list where each element is the result of multiplying a vector times a matrix inverse times another vector.

1	x1Ainvx2(x1, A, x2)

`x1`	A list of vectors of length n. Generally, in the bcgp setting, n will be the number of training data locations.
`A`	An n x n matrix. In the `bcgp` setting, A is a covariance matrix.

This returns a list where each element is the result of x_1^{\top}A^{-1}x_2

x2 A list of vectors of length n. Generally, in the bcgp setting, n will be the number of training data locations.

n <- 10
x <- matrix(sort(runif(n)), ncol = 1)
A <- getCorMat(x, rho = 0.6)
x1 <- list(rep(1, n), rep(1,n))
x2 <- list(rep(1, n), MASS::mvrnorm(1, rep(0, n), A))
x1Ainvx2(x1, A, x2)