covariance: Fix const-ness of covariance_calculate[_unnormalized] retval.

covariance: Fix const-ness of covariance_calculate[_unnormalized] retval.

The covariance_calculate() and covariance_calculate_unnormalized()
functions documented that their return values were owned by the covariance
object itself and thus should not be freed by the caller.  However, this
documentation was incorrect, because in fact the covariance object did not
retain the pointer at all.  This commit fixes the comments, updates
the return values to be non-"const", and changes the callers to free the
returned "gsl_matrix" objects.