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47   SquareMatrixType covMat =  a * a.adjoint();
52 int r = internal::random<int>(0,covMat.rows()-1);
53 int c = internal::random<int>(0,covMat.cols()-1);
59 LDLT<SquareMatrixType> cholnosqrt(covMat);
70 LLT<SquareMatrixType> chol(covMat);
80 std::cout << covMat.rows() << " \t"
92 gsl_matrix* gslCovMat = gsl_matrix_alloc(covMat.rows(),covMat.cols());
93 gsl_matrix* gslCopy = gsl_matrix_alloc(covMat.rows(),covMat.cols());
95 eiToGsl(covMat, &gslCovMat);