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PEIP (version 2.2-5)

bayes: Bayes Inversion

Description

Given a linear inverse problem Gm=d, a prior mean mprior and covariance matrix covm, data d, and data covariance matrix covd, this function computes the MAP solution and the corresponding covariance matrix.

Usage

bayes(G, mprior, covm, d, covd)

Value

vector model

Arguments

G

Design Matrix

mprior

vector, prior model

covm

vector, model covariance

d

vector, right hand side

covd

vector, data covariance

Author

Jonathan M. Lees<jonathan.lees@unc.edu>

References

Aster, R.C., C.H. Thurber, and B. Borchers, Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.