| E04YCF | Covariance matrix for nonlinear least-squares problem (unconstrained) |
| F04YAF | Covariance matrix for linear least-squares problems, m real equations in n unknowns |
| G02BXF | Computes (optionally weighted) correlation and covariance matrices |
| G03DAF | Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis |
| G13EAF | Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter |
| G13EBF | Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter |