Suppose I have two vectors of length 25, and I want to compute their covariance matrix. I try doing this with numpy.cov, but always end up with a 2x2 matrix.

>>> import numpy as np
>>> x=np.random.normal(size=25)
>>> y=np.random.normal(size=25)
>>> np.cov(x,y)
array([[ 0.77568388,  0.15568432],
       [ 0.15568432,  0.73839014]])

Using the rowvar flag doesn't help either - I get exactly the same result.

>>> np.cov(x,y,rowvar=0)
array([[ 0.77568388,  0.15568432],
       [ 0.15568432,  0.73839014]])

How can I get the 25x25 covariance matrix?

python numpy covariance
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