The following matlab syntax assumes that the data points in are collected in a matrix : .
Matlab syntax
>> xhat = mean(X,2); % mean of columns of matrix X >> Xc = X-xhat*ones(1,m); % centered data matrix >> Sigma = (1/m)*Xc'*Xc; % covariance matrix >> Sigma = cov(X',1); % built-in command produces the same thing
From:https://inst.eecs.berkeley.edu/~ee127a/book/login/exa_sym_cov_matrix.html