code: protected PrimitiveMatrix getViewVariances() {
  
          final int tmpDim = myViews.size();
  
          final PrimitiveMatrix.DenseReceiver retVal = MATRIX_FACTORY.makeDense(tmpDim, tmpDim);
  
          if (myConfidence.compareTo(BigMath.ONE) == 0) {
  
              for (int ij = 0; ij < tmpDim; ij++) {
                  retVal.set(ij, ij, myViews.get(ij).getReturnVariance());
              }
  
          } else {
  
              final double tmpScale = myConfidence.doubleValue();
  
              double tmpVar;
              for (int ij = 0; ij < tmpDim; ij++) {
  
                  tmpVar = myViews.get(ij).getReturnVariance();
  
                  retVal.set(ij, ij, PrimitiveMath.DIVIDE.invoke(tmpVar, tmpScale));
              }
          }
  
          return retVal.build();
      }
docs: Scaled by tau / weight on views