sum of a large covariance matrix

hi all,

I have a 155x12000 matrix. I am unable to compute the covariance
matrix since i am running out of memory. is their a neat trick to
compute the sum of the covariance matrix (I don't need to store it.
simply i need the sum of the variance-covariance matrix) i hope
someone could help.
D
.

Relevant Pages

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