Input Covariance matrix cell values.
Constraints on input values

A covariance matrix is a symmetric matrix: values input at cell [i,j] will be automatically input at cell [j,i] too.

All values on the diagonal must be positive numbers.

The absolute value of an offdiagonal element at cell [i,j] must be smaller than the corresponding diagonal elements at cells [i,i] and [j,j].
© djmw, November 24, 2010