improve comments

covariancematrix.go

@@ -16,26 +16,28 @@ func CovarianceMatrix(x mat64.Matrix) *mat64.Dense {
 	// the correction found in the Covariance and Variance functions.
 
 	r, _ := x.Dims()
+
+	// determine the mean of each of the columns
 	b := ones(1, r)
 	b.Mul(b, x)
 	b.Scale(1/float64(r), b)
-	
-	// todo: avoid unneeded memory expansion here.
 	mu := b.RowView(0)
 
-	// this could also be done with a clone & row viewer
+	// subtract the mean from the data
 	xc := mat64.DenseCopyOf(x)
 	for i := 0; i < r; i++ {
 		rv := xc.RowView(i)
-		for j, mean := range(mu) {
+		for j, mean := range mu {
 			rv[j] -= mean
 		}
 	}
 
-	// todo: avoid matrix copy
+	// todo: avoid matrix copy?
 	xt := new(mat64.Dense)
 	xt.TCopy(xc)
 
+	// It would be nice if we could indicate that this was a symmetric
+	// matrix.
 	ss := new(mat64.Dense)
 	ss.Mul(xt, xc)
 	ss.Scale(1/float64(r-1), ss)