% Written by:
% -- 
% John L. Weatherwax                2005-08-14
% 
% email: wax@alum.mit.edu
% 
% Please send comments and especially bug reports to the
% above email address.
% 
%-----

clc; 

format rat; 

M = [ 1/2, 0, 1, 0, 0, 0 ; 
      1,   1, 0, 0, 0, 0 ;
      1/2, 0, 1, 1, 0, 0 ; 
      1/4, 0, 1/2, 0, 1, 1 
    ];

C = M*(M.'); 

% get the parts of C we need for the bayesian update
c11 = C(1,1);
sigma12 = C(1,2:end);
sigma22 = C(2:end,2:end); 

sigma12 * inv(sigma22)