Gaussian Markov Random Fields

@book{GMRFbook,
    AUTHOR = {H. Rue and L. Held},
     TITLE = {Gaussian {M}arkov Random Fields: {T}heory and Applications},
    SERIES = {Monographs on Statistics and Applied Probability},
    VOLUME = {104},
 PUBLISHER = {Chapman \& Hall},
   ADDRESS = {London},
      YEAR = 2005
}

Gaussian Markov Random Fields: Theory and Applications - CRC Press Book

Gaussian Markov Random Fields: Theory and Applications

Repository with the ten algorithms of chapter 2 (Theory of Gaussian Markov random fields) implemented.

Studying: Algorithm 2.10