Matlab realization on covariance matrix
Mysample=fix(rand(10,3)*50)
Mysample =
40 7 32
45 48 1
6 47 42
45 24 46
31 40 33
4 7 37
13 21 37
27 45 19
47 39 32
48 47 8
dim1=Mysample(:,1); dim2=Mysample(:,2); dim3=Mysample(:,3); cov12=sum((dim1-mean(dim1)).(dim2-mean(dim2)))/(size(Mysample,1)-1); cov13=sum((dim1-mean(dim1)).(dim3-mean(dim3)))/(size(Mysample,1)-1); cov23=sum((dim2-mean(dim2)).*(dim3-mean(dim3)))/(size(Mysample,1)-1); var1=std(dim1)^2; var2=std(dim2)^2; var3=std(dim3)^2; cov(Mysample)
ans =
301.1556 78.0000 -120.2444 78.0000 268.9444 -126.9444 -120.2444 -126.9444 216.0111