title: Python: how to compute covariance matrix and export data like a map structure
body: <p>The input is three arrays: Row_Index, Column_Index, Weight.  Imagine a two dimensional array. It is very sparse and only few entries are non-zero. Its like that "Row_Index" and "Column_Index" contains the co-ordinates of the non-zero values and "Weight" contains the actual value</p>
  
  <pre><code>Row_Index = [1,1,1,2,2,2,2,3,4,4,5,5,5] (number of rows = 5);
  Column_Index = [10, 20, 30, 15, 25, 35, 45, 20, 30, 10, 55]  (number of columns = 55);
  Weight = [1, 1, 2, 1, 3, 2, 1, 1, 1, 1, 2, 2, 3] 
  </code></pre>
  
  <p>How can I compute a 55*55 Covariance Matrix based on the input data in Python. And export the value in terms of another three columns container the feature, its co-feature and the correlation coefficient? eg {1,1,1}, {1,2,0} {1,10, -0.5}  </p>