def covariance_between_points(self, kern, X, X1, X2):
<EOL>if self.woodbury_chol.ndim != <NUM_LIT:2>:<EOL><INDENT>raise RuntimeError("<STR_LIT>")<EOL><DEDENT>Kx1 = kern.K(X, X1)<EOL>Kx2 = kern.K(X, X2)<EOL>K12 = kern.K(X1, X2)<EOL>tmp1 = dtrtrs(self.woodbury_chol, Kx1)[<NUM_LIT:0>]<EOL>tmp2 = dtrtrs(self.woodbury_chol, Kx2)[<NUM_LIT:0>]<EOL>var = K12 - tmp1.T.dot(tmp2)<EOL>return var<EOL>
Computes the posterior covariance between points.

:param kern: GP kernel
:param X: current input observations
:param X1: some input observations
:param X2: other input observations