$$ A=\left( \begin{matrix} 1&2&3&\\ 3&4&4&\\ 5&4&4& \end{matrix} \right) $$

$$ x=\left( \begin{matrix} x_a\\ x_b \end{matrix} \right) $$$$ \mu=\left( \begin{matrix} \mu_a\\ \mu_b \end{matrix} \right) $$$$ \Sigma=\left( \begin{matrix} \Sigma_{aa}&\Sigma_{ab}\\ \Sigma_{ba}&\Sigma_{bb} \end{matrix} \right) $$



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