add tests for immutability

covariancematrix.go

@@ -22,7 +22,7 @@ func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.De
 	// This is the matrix version of the two-pass algorithm. It doesn't use the
 	// additional floating point error correction that the Covariance function uses
 	// to reduce the impact of rounding during centering.
-	
+
 	r, c := x.Dims()
 
 	// TODO(jonlawlor): indicate that the resulting matrix is symmetric, which