title: How to implement a matrix multiplication in Keras?
body: <p>I just want to implement a function that given a matrix X returns the covariance matrix of X (X^T*X), which is just a simple matrix multiplication.</p>
  
  <p>In Tensorflow it's gonna be easy: tf.matmul(X, tf.transpose(X))</p>
  
  <p>But I didn't expect that it's a nightmare with Keras. The APIs in Keras like multiply and dot don't fit my request. I also tried different ways (Lambda layer and mixed with TF operations) but still failed, occurred lots of errors.</p>
  
  <p>Hope someone may help. Thanks.</p>