We never care about the forcing covariance matrix in isolation, only its action on a vector. Thus, we do not necessarily need to explicitly form it and would only need to implement some version of matrix-vector multiplication. (Looking at the code for the ForcingCovariance class should make this apparent that this is the only operation defined for the class.)
We never care about the forcing covariance matrix in isolation, only its action on a vector. Thus, we do not necessarily need to explicitly form it and would only need to implement some version of matrix-vector multiplication. (Looking at the code for the
ForcingCovarianceclass should make this apparent that this is the only operation defined for the class.)