Like title says, I am attempting to calculate the covariance matrix for two 1x3 arrays and get one 6x6 std::array in C++. I need some guidance with my understanding - have looked and not been able to see much in terms of clarity to answer my question.
I have two arrays each with 3 elements. Array 1 holds location data (x,y,z) and Array2 holds velocity data; we will call it (A,B,C)
Array1 = {x,y,z}
Array2 = {A,B,C}
and need to complete a Covariance matrix computing this into a 2d array[6][6]
I don't understand How I would get this.
I think my covariance formula is correct but still this would give me just an array[3][3].
cov = ( (Array1[n] - mean(Array1)) * (Array2[n] - mean(Array2)) ) / 3
\ 3 because its the number of values in each array.