update_linear_multivariate_gaussian_gaussian

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function update_linear_multivariate_gaussian_gaussian(x:Real, a:Real[_], μ:Real[_], Σ:LLT, c:Real, s2:Real) -> (Real[_], LLT)

Update the parameters of a multivariate Gaussian distribution with a linear transformation involving a dot product, and a multivariate Gaussian likelihood.

• x: The variate.
• a: Scale.
• μ: Prior mean.
• Σ: Prior covariance.
• c: Offset.
• s2: Likelihood covariance.

Returns: the posterior hyperparameters μ' and Σ'.