"math inline">\(K \in \mathbb{R}^{N \times M}\)</span> covariance
matrix for <span class="math inline">\(x_1, \dots, x_N\)</span> and <span class="math inline">\(x^\prime_1, \dots, x^\prime_M\)</span>,
where <span class="math inline">\(x_i \in \mathbb{R}^D\)</span> and <span class="math inline">\(x^\prime_i \in \mathbb{R}^D\)</span> and
<span class="math inline">\(K_{i,j} = k(x_i, x^\prime_j)\)</span>.</p>
<!-- matrix; cov_exp_quad; (row_vectors x, real alpha, real rho); -->
<p></p>
<p><code>matrix</code> <