public static Matrix covarianceMatrix(Vec mean,DataSet dataSet){
  Matrix covariance=new DenseMatrix(mean.length(),mean.length());
  covarianceMatrix(mean,dataSet,covariance);
  return covariance;
}

public static Matrix covarianceMatrix ( Vec mean , DataSet dataSet ) { Matrix covariance = new DenseMatrix ( mean . length ( ) , mean . length ( ) ) ; covarianceMatrix ( mean , dataSet , covariance ) ; return covariance ; }
computes the weighted covariance matrix of the data set
