输入:随机向量X = xi,i = 1..n. X = meanxi,i = 1..n的均值矢量 输出:协方差矩阵Sigma(n*n). 计算:1)找到所有的cov(xi,xj)= 1/n*(xi-meanxi)*(xj-meanxj),i,j = 1..n 2)Sigma(i,j)= cov(xi, xj),对称矩阵. 这个算法是否正确并且没有副作用?
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