How to form covariance matrix of this?

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Sadiq Akbar
Sadiq Akbar il 30 Apr 2021
I have a complex matrix as:
S =
0.6661 - 0.7458i 0.4210 - 0.9071i 1.0000 + 0.0000i
-0.9127 + 0.4086i -0.8429 + 0.5381i 1.0000 + 0.0000i
1.0000 + 0.0000i 1.0000 + 0.0000i 1.0000 + 0.0000i
-0.9127 - 0.4086i -0.8429 - 0.5381i 1.0000 - 0.0000i
0.6661 + 0.7458i 0.4210 + 0.9071i 1.0000 - 0.0000i
What can we comment on the form of the three columns vectors? Further how can we form its covariance matrix?

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