<p>I guess you are using:</p>

<pre><code>#include &lt;mlpack/core.hpp&gt;

// Convenience.
using namespace mlpack;

int main()
{
  // First, load the data.
  arma::mat data;
  // Use data::Load() which transposes the matrix.
  data::Load("data.csv", data, true);
  // Now compute the covariance. We assume that the data is already centered.
  // Remember, because the matrix is column-major, the covariance operation is
  // transposed.
  arma::mat cov = data * trans(data) / data.n_cols;
  // Save the output.
  data::Save("cov.csv", cov, true);
}
</code></pre>

<p>The output is saved in <code>cov.csv</code>, if you like to print the output you could do:</p>

<pre><code>Log::Info &lt;&lt; cov &lt;&lt; std::endl;
</code></pre>

<p>before:</p>

<p><code><br>
data::Save("cov.csv", cov, true);<br>
</code></p>

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