Covariance matrix

A covariance matrix is like a table that shows how different numbers (or "values") are related to one another. Each number in the matrix is a measure of how much two values will change together (go up or down) when one of the values changes. For example, the covariance between two numbers can tell us how they will change together. If they change in the same direction (go up together or down together), then the covariance will be a positive number. If they change in opposite directions (one goes up and the other goes down, or vice versa), then the covariance will be a negative number. The bigger the number, the more related the two numbers are.