scripts/staging/gaussian_process/test/covariance.dml

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# imports
source("staging/gaussian_process/covariance.dml") as covariance

X = matrix("1 2 3
            4 5 6
            7 8 9", rows=3, cols=3);

# ability to give cholesky factorization, tests for the positive
# definiteness of the covariance matrix.
tmp = covariance::cov(X);

for(ri in 1:nrow(X)) {
  for(ci in 1:ncol(X)) {
    print(as.scalar(tmp[ri, ci]) )
  }
}