Minor feedback on covariance matrixes in a calibration context

Python usage
1

Hello,
I have noticed that feeding a calibration algorithm a prior covariance or an observation covariance matrix in the following fashion:

ot.CovarianceMatrix(22)*2

will lead to a type error. OpenTURNS demands that the covariance matrixes should be a CovarianceMatrix object. I had to rewrite my code in these lines :


ot.CovarianceMatrix( ot.CovarianceMatrix(22)*2)

It is not a very big deal but it can be a bit inconvenient in my opinion.

Regards
Sanaa

2

the problem is the multiply by zero case as it has to be SPD