[Help-gsl] Calculating covariance matrix

[tim]

Hi

I am trying to calculate the covariance matrix of a matrix - as in the 
matlab cov(x) function. I have only been able to find covariance stats for 
vectors in GSL. Can anyone point me to the appropriate function or perhaps 
provide me with a small code sample showing how a covariance matrix is 
calculated from a gsl_matrix?

Many thanks,

Tim Sutton