协方差 cov以及协方差矩阵基础知识

https://reborn.blog.csdn.net/article/details/83017899?utm_medium=distribute.pc_relevant.none-task-blog-searchFromBaidu-2.not_use_machine_learn_pai&depth_1-utm_source=distribute.pc_relevant.none-task-blog-searchFromBaidu-2.not_use_machine_learn_pai#%E5%8D%8F%E6%96%B9%E5%B7%AE%EF%BC%88Covariance%EF%BC%89%EF%BC%9A

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原文地址：https://www.cnblogs.com/zhipu/p/14018583.html