update_linear_multivariate_gaussian_multivariate_gaussian

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function update_linear_multivariate_gaussian_multivariate_gaussian(x:Real[_], A:Real[_,_], μ:Real[_], Σ:LLT, c:Real[_], S:LLT) -> (Real[_], LLT)

Update the parameters of a multivariate Gaussian distribution with a linear transformation and multivariate Gaussian likelihood.

• x: The variate.
• A: Scale.
• μ: Prior mean.
• Σ: Prior covariance.
• c: Offset.
• S: Likelihood covariance.

Returns: the posterior hyperparameters μ' and Σ'.