PR type: doc improvement

Related issue(s)/PRs:

Summary

Proposed changes

A minor error was corrected. Expanding

$\frac{1}{2} \mathbf{y}^\top [ \mathbf{Q}_{ff} + \sigma^2 \mathbf{I} ]^{-1} \mathbf{y}$

yields

$\frac{1}{2} \sigma^{-2} \mathbf{y}^\top ( \mathbf{I} - \mathbf{A}^\top \mathbf{B}^{-1} \mathbf{A} ) \mathbf{y}$,
not
$\tfrac{1}{2}\sigma^{-2}\mathbf y^\top (\mathbf I - \sigma^{-2} \mathbf A^{\top} \mathbf B^{-1}\mathbf A)\mathbf y$.

I believe the extra $\sigma^{-2}$ was accidentally left in when simplifying
$\frac{1}{2} \mathbf{y}^\top (\sigma^{-2} \mathbf{I} - \sigma^{-2} \mathbf{A}^\top \mathbf{B}^{-1} \mathbf{A}) \mathbf{y}$
as
$\frac{1}{2} \sigma^{-2} \mathbf{y}^\top ( \mathbf{I} - \mathbf{A}^\top \mathbf{B}^{-1} \mathbf{A} ) \mathbf{y}$.

The equation that follows this line is expanded to the correct definition $\tfrac{1}{2}\sigma^{-2}\mathbf y^\top\mathbf A^{\top} \mathbf B^{-1}\mathbf A\mathbf y$. No other changes are therefore required.

What alternatives have you considered?

Minimal working example

# Put your example code in here

Release notes

Fully backwards compatible: yes

If not, why is it worth breaking backwards compatibility:

PR checklist

• New features: code is well-documented
  • detailed docstrings (API documentation)
  • notebook examples (usage demonstration)
• The bug case / new feature is covered by unit tests
• Code has type annotations
• Build checks
  • I ran the black+isort formatter (make format)
  • I locally tested that the tests pass (make check-all)
• Release management
  • RELEASE.md updated with entry for this change
  • New contributors: I've added myself to CONTRIBUTORS.md