﻿功能:求协方差矩阵

格式:Cov(X1,X2,……,Xn)

说明:X1,X2,……,Xn为同维数的矩阵变量.函数成功返回一个n*n的对称矩阵,其中矩阵里第i行j列的元素=Xi与Xj的协方差

例子:

a =
[ 4.000000000000000   5.000000000000000
  7.000000000000000   8.000000000000000
  6.000000000000000   9.000000000000000 ]

b =
[ 3.000000000000000   6.000000000000000
  15.00000000000000   -6.00000000000000
  8.000000000000000   6.000000000000000 ]

c =
[ 4.000000000000000   6.000000000000000
  3.000000000000000   21.00000000000000
  10.00000000000000   5.000000000000000 ]

x=cov(a,b,c)//回车得到如下结果
x =
[ 3.500000000000000   -1.40000000000000    4.300000000000000
  -1.40000000000000   47.06666666666670    -36.8666666666667
  4.300000000000000   -36.8666666666667    45.36666666666670 ]