 (vectors x1, vectors x2, real alpha, real rho); -->
<p></p>
<p><code>matrix</code> <strong><code>cov_exp_quad</code></strong><code>(vectors x1, vectors x2, real alpha, real rho)</code><br>
The covariance matrix with an exponentiated quadratic kernel of x1 and
x2.</p>
<!-- matrix; cov_exp_quad; (real[] x1, real[] x2, real alpha, real rho); -->
<p></p>
<p><code>matrix</code> <strong><code>cov_exp_quad</code></strong><code>(real[] x1, real[] x2, real alpha, real rho)</code><br>
The covariance matrix with an e