/* Intermediate values used in calculation */
const gsl_matrix *corr ; /* The correlation matrix */
- const gsl_matrix *cov ; /* The covariance matrix */
+ gsl_matrix *cov ; /* The covariance matrix */
const gsl_matrix *n ; /* Matrix of number of samples */
gsl_vector *eval ; /* The eigenvalues */
gsl_vector_free (id->msr);
gsl_vector_free (id->eval);
gsl_matrix_free (id->evec);
+ if (id->cov != NULL)
+ gsl_matrix_free (id->cov);
free (id);
}