howto calculate the covariance matrix?

hi, suppose Yi is a row matrix of size 1 X L with 'i' varrying from 1 to m.That is there are row matrices Y1,Y2,Y3...Ym. now using these matrices I hav to calculate the covariance matrix C as,

                           m
                  C=(1/m)sigma(Yi . (Yi)^T) 
                          i=1

where the diemension of C must be L x L.

In the above equation I think 'T' is transpose.

Cud any one help me how to do this..??

[Oleg Komarov]

Can you use the function cov?