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Add a CovarianceHelper header and relevant tests

Add a CovarianceHelper header and relevant tests . Moving the covariance related code there.

Add comments and more checks to the new header and expand the tests to cover some interesting cases.

For now the clients stay to what they were using before. But hopefully the comments the additional helpers and the concrete examples explain the pros and cons.

ping @sroe, @nstyles @jcatmore @jchapman @jdandoy

Edited by Christos Anastopoulos

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