6 4 Consider n equally spaced data sites in one dimension from the exponential covariance function The covariance matrix was given in (6 21) Show that the inverse of is given by (exact) in (6 22) by confirming that the matrix product reduces to the identity matrix, (exact) In ...

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6.4 Consider n equally spaced data sites in one dimension from the exponential covariance function. The covariance

Question:

6.4 Consider n equally spaced data sites in one dimension from the exponential covariance function. The covariance matrix Σ was given in (6.21). Show that the inverse of Σ is given by Ψ(exact) in (6.22) by confirming that the matrix product reduces to the identity matrix, Σ Ψ(exact) = In.

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