求两个向量的协方差

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根据D（A＋B）＝D（A）＋D（B）+2COV（A，B）计算

private double GetConv(double[] a, double[] b){if (a.Length != b.Length){return 0;//error}double cov = 0;double meana = 0;double meanb = 0;double meanab = 0;double detaa = 0;double detab = 0;double detaab = 0;for (int i = 0; i < a.Length; i++){meana += a[i];meanb += b[i];meanab += a[i]+ b[i];}meana /= a.Length;meanb /= a.Length;meanab /= a.Length;for (int i = 0; i < a.Length; i++){detaa += Math.Pow(a[i] - meana, 2);detab += Math.Pow(b[i] - meanb, 2);detaab += Math.Pow(a[i] + b[i] - meanab, 2);}cov= (detaab - detaa - detab) / 2;return cov;}

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