addDiag

addDiag(aIn, alphaIn): Var

Defined in: ops.js:664

Add a constant to the diagonal of a square matrix — the jitter/noise idiom (K + αI) that every Gaussian-process likelihood opens with. Differentiable in both the matrix and the scalar.

Parameters

aIn

any

square matrix

alphaIn

any

scalar, or one variance per row

Returns

Var