Sum-product algorithm with Gaussians in information form

[oferdagan]

I am trying to use the sum-product algorithm on a graph of multivariate Gaussians in information form.
I define the factors in the appropriate dimensions and get the following error:

I am not sure what exactly is not working, it seams like messages are not marginalized properly.
Can you please offer some advice?

Here is my example code:

fg_Static_Filter_example_v2.zip