OMG, I'm close now!

src/kernel.rs

@@ -132,6 +132,39 @@ impl Kernel for Vec<Box<dyn Kernel>> {
         feedback
     }
 
+    fn transition(&self, t0: f64, t1: f64) -> Array2<f64> {
+        let data = self
+            .iter()
+            .map(|kernel| kernel.transition(t0, t1))
+            .collect::<Vec<_>>();
+
+        let dim = data
+            .iter()
+            .fold((0, 0), |(w, h), m| (w + m.ncols(), h + m.nrows()));
+
+        let mut transition = Array2::zeros(dim);
+
+        let mut r_d = 0;
+        let mut c_d = 0;
+
+        for m in data {
+            for ((r, c), v) in m.indexed_iter() {
+                transition[(r + r_d, c + c_d)] = *v;
+            }
+
+            r_d += m.nrows();
+            c_d += m.ncols();
+        }
+
+        transition
+    }
+
+    /*
+        def transition(self, t1, t2):
+        mats = [k.transition(t1, t2) for k in self.parts]
+        return block_diag(*mats)
+    */
+
     fn noise_cov(&self, t0: f64, t1: f64) -> Array2<f64> {
         let data = self
             .iter()