AR1 process with dense matrices

AR1 process on

$\textbf{z}$

vectors are currently under the form :

$\textbf{z} + D\textbf{z} = L\textbf{w}$

where

$\textbf{w}$

is a normal noise of zero mean and unit variance and D is a diagonal matrix:

$1/\tau_z$

I (I identity).

Need to change these AR1 process so that D can be dense.

changed milestone to %0.4 : Science update

created branch 42-ar1-process-with-dense-matrices

mentioned in merge request !27 (merged)

closed via merge request !27 (merged)

mentioned in commit 58328453