pint.pint_matrix.combine_covariance_matrix

pint.pint_matrix.combine_covariance_matrix(covariance_matrices, crossterm={}, crossterm_padding=0.0)[source]

A fast method to combine two covariance matrix diagonaly.

Parameters:

covariance_matrices (list of CovarianceMatrix object.) – The design matrices needs to combine.
crossterm (dictionary, optional) – The padding matrix of the cross area of two type of covariance matrices. The input formate is {(label1, label2): numpy.ndarray}. Default is {}.
crossterm_padding (float) – If the corss term is not give, use the given padding number. Default is 0.0.