% TOEP2_GENCT Obtain the first row of a symmetrical % positive-definite covariance matrix. % % [CT] = TOEP2_GENCT(M,p) % % This function calculates the column vector of a Symmetrical % Positive-Definite Covariance Matrix (TOEPLITZ), of the form, % % C(zi,zj) = a*exp([zi-zj]'*g*[zi-zj]) + v % % Inputs: % M = Input explanatory variable of dimension {N x 1} % p = Hyperparameters, [a g v] % % Output: % CT = Top row of covariance matrix, Q % % % The computation is written in C code for execution of fast algorithm. % The origin of the fast algorithm is contributed by Y. Zhang % (2005) for the use in Gaussian Process Prior Models. % % % (C) Gaussian Process Toeplitz Toolbox 1.0 % (C) Copyright 2005-2007, Keith Neo % http://www.hamilton.ie