A = \left(\begin{array}{cc} Cov(x,x) \ Cov(x,y) \ Cov(x,z) \\ Cov(y,x) \ Cov(y,y) \ Cov(y,z) \\ Cov(z,x) \ Cov(z,y) \ Cov(z,z) \end{array} \right)