def Kdiag(self, X, target):
ly=<NUM_LIT:1>/self.lengthscaleY<EOL>lu=np.sqrt(<NUM_LIT:3>)/self.lengthscaleU<EOL>k1 = (<NUM_LIT:2>*lu+ly)/(lu+ly)**<NUM_LIT:2><EOL>k2 = (ly-<NUM_LIT:2>*lu + <NUM_LIT:2>*lu-ly ) / (ly-lu)**<NUM_LIT:2> <EOL>k3 = <NUM_LIT:1>/(lu+ly) + (lu)/(lu+ly)**<NUM_LIT:2> <EOL>np.add(self.varianceU*self.varianceY*(k1+k2+k3), target, target)<EOL>
Compute the diagonal of the covariance matrix associated to X.