52 assert(tCov.GetNrows() == N);
53 assert(tCov.GetNcols() == N);
54 assert(tCov.GetRowLwb() == 0);
55 assert(tCov.GetColLwb() == 0);
57 CovarianceMatrix<N> result;
58 for (
int i = 0; i < N; ++i) {
59 for (
int j = 0; j < N; ++j) {
60 result(i, j) = tCov(i, j);