noun
covariance matrix
Technical term in mathematics and statistics; refers to a square matrix giving the covariance between each pair of elements of a random vector.
多変量解析では、共分散行列が重要な役割を果たす。
In multivariate analysis, the covariance matrix plays an important role.
Compound of 共分散 (kyōbunsan, 'covariance') + 行列 (gyōretsu, 'matrix').