Covariance functions

EyeCov(dim)	Identity covariance function, K = s·I.
FreeFormCov(dim)	General definite positive matrix, K = LLᵀ + ϵI.
GivenCov(K0)	Given covariance function, K = s⋅K₀.
Kron2SumCov(G, dim, rank)	Implements K = C₀ ⊗ GGᵀ + C₁ ⊗ I.
LinearCov(X)	Linear covariance function, K = s⋅XXᵀ.
LRFreeFormCov(n, m)	General semi-definite positive matrix of low rank, K = LLᵀ.
SumCov(covariances)	Sum of covariance functions, K = K₀ + K₁ + ⋯.