CalWtMatrix.discrete = function(xVector,xEvaluate,sigma){
# return a n *n matix, the ith row is the weight evaluated at the xEvaluate[i]
n = length(xVector)
nxevaluate = length(xEvaluate)
tempX = (VTM(xVector,nxevaluate)-t(VTM(xEvaluate,n)))/sigma;
1/sqrt(2*3.1415926) * exp(-tempX * tempX/2.0)/sigma;
}
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