Question: 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
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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