title: numpy.cov() returns unexpected output
body: <p>I have a X dataset which has 9 features and 683 rows (683x9). I want to take covariance matrix of this X dataset and another dataset which has same shape with X. I use <code>np.cov(originalData, generatedData, rowvar=False)</code> code to get it but it returns a covariance matrix of shape 18x18. I expected to get 9x9 covariance matrix. Can you please help me to fix it. </p>