Update parameters
        updates mean and precision to the step size
    Inputs:
        state :
            mu :
                mean
            L  :
                cholesky factor of the precision matrix
        t : 
            step size
    Outputs:
        mu :
            updated mean
        L  :
            updated cholesky factor of the precision matrix

def update_params(state, t):
    """
    Update parameters
        updates mean and precision to the step size
    Inputs:
        state :
            mu :
                mean
            L  :
                cholesky factor of the precision matrix
        t : 
            step size
    Outputs:
        mu :
            updated mean
        L  :
            updated cholesky factor of the precision matrix  
    """
    mu = (1.-t)*state['x'] + t*state['mu']
    L  = state['L'] / np.sqrt(2.*t - t**2)
    return mu, L