RBF X RBF Kernel

[bobturneruk]

Essential kernel methods and header:

• [ ] header
• [ ] parameters_changed
• [x] K
• [ ] Kdiag
• [x] update_gradients_full

Unit tests:

• [ ] Baseline tests to compare with MATLAB function outputs (partial coverage)

Kernel tests (essential functions):

• [ ] Checking covariance function is positive definite
• [ ] Checking gradients of K(X, X) wrt theta.
• [ ] Checking gradients of K(X, X2) wrt theta.

[bobturneruk]

@maalvarezl advises that this kernel will always be zero as it is pertains to correlation between uncorrelated latent force functions.