MATLAB: Linear combination matrix columns

columnscombinationlinearmatrix

If I have the following matrix
1 5 6
2 7 6
3 2 2
with c1 c2 and c3 the columns I want obtain the following linear combinations c1 c2, c2 c3, c1 c3, and for each couple calculate the covariance.

Best Answer

C = [1 5 6; 2 7 6; 3 2 2]';
ind = nchoosek(1:3, 2)
for i = 1:size(ind)
  cov(C(:, ind(i,:)))
end
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