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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def _estimate_transforms(self, nsamples):
 """ Uses block matrix inversion identities to quickly estimate transforms. After a bit of matrix math we can isolate a transform matrix (# features x # features) that is independent of any sample we are explaining. It is the result of averaging over all feature permutations, but we just use a fixed number of samples to estimate the value. TODO: Do a brute force enumeration when # feature subsets is less than nsamples. This could happen through a recursive method that uses the same block matrix inversion as below. """

        M = len(self.coef)

        mean_transform = np.zeros((M,M))
        x_transform = np.zeros((M,M))
        inds = np.arange(M, dtype=np.int)
        for _ in tqdm(range(nsamples), "Estimating transforms"):
            np.random.shuffle(inds)
            cov_inv_SiSi = np.zeros((0,0))
            cov_Si = np.zeros((M,0))
            for j in range(M):
                i = inds[j]

                # use the last Si as the new S
                cov_S = cov_Si
                cov_inv_SS = cov_inv_SiSi

                # get the new cov_Si
                cov_Si = self.cov[:,inds[:j+1]]

                # compute the new cov_inv_SiSi from cov_inv_SS
                d = cov_Si[i,:-1].T
                t = np.matmul(cov_inv_SS, d)
                Z = self.cov[i, i]
                u = Z - np.matmul(t.T, d)
                cov_inv_SiSi = np.zeros((j+1, j+1))
                if j > 0:
                    cov_inv_SiSi[:-1, :-1] = cov_inv_SS + np.outer(t, t) / u
                    cov_inv_SiSi[:-1, -1] = cov_inv_SiSi[-1,:-1] = -t / u
                cov_inv_SiSi[-1, -1] = 1 / u

                # + coef @ (Q(bar(Sui)) - Q(bar(S)))
                mean_transform[i, i] += self.coef[i]

                # + coef @ R(Sui)
                coef_R_Si = np.matmul(self.coef[inds[j+1:]], np.matmul(cov_Si, cov_inv_SiSi)[inds[j+1:]])
                mean_transform[i, inds[:j+1]] += coef_R_Si

                # - coef @ R(S)
                coef_R_S = np.matmul(self.coef[inds[j:]], np.matmul(cov_S, cov_inv_SS)[inds[j:]])
                mean_transform[i, inds[:j]] -= coef_R_S

                # - coef @ (Q(Sui) - Q(S))
                x_transform[i, i] += self.coef[i]

                # + coef @ R(Sui)
                x_transform[i, inds[:j+1]] += coef_R_Si

                # - coef @ R(S)
                x_transform[i, inds[:j]] -= coef_R_S

        mean_transform /= nsamples
        x_transform /= nsamples
        return mean_transform, x_transform