covariance matrix
numpy http://wiki.scipy.org/Tentative_NumPy_Tutorial
http://stackoverflow.com/a/21759340 Python b1 = np.array([21,78,45,133,12,245,19,148,35,19,149,251,210,168,47,153]).reshape(4, 4) b2 = np.array([41,105,210,148,94,15,32,179,36,14,195,75,84,158,157,255]).reshape(4, 4) b3 = np.array([97,152,87,211,35,147,153,25,98,78,123,14,52,210,96,128]).reshape(4, 4)