[Help-gsl] Find variance - covariance matrix of a matrix

[Srimal Jayawardena]

Hi

Is there a simple function/method for me to obtain the variance -
covariance matrix of a given matrix.

I'm looking for the  equivalent of 'cov' in MATLAB

ex:

if

I =

     1     0     0
     0     1     0
     0     0     1

should give.

cov(I)


    0.3333   -0.1667   -0.1667
   -0.1667    0.3333   -0.1667
   -0.1667   -0.1667    0.3333

How do I do the same cov() using gsl c functions?

Thanks in advance

Srimal.