Calculating Covarince matrix using Eigen library, C++ Linux -

i'm trying operations on matrices using matrix library named, "eigen library". i've 50 x 100000 matrix in size , want find covariance matrix. so, can built_in function to find covariance matrix?

c++ sample code:

#include "eigen/core" #include "eigen/dense" using namespace eigen; using namespace std;  int main() { matrixxf my_matrx = matrixxf::random(50,100000); //now, want find function find covariance matrix of "my_matrx", below: matrixxf my_cov_matrix = any_function(my_matrx); }