Aha, the unnecessary copy mentioned in the  
https://dbs.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf.
 paper is a copy of the input. Here it is about discarding a valuable output 
(the mean) and then calculating that result separately.

Not throwing the mean away saves about 20% computation time. Or phrased 
differently the calculation of the variance spends about a 25% of the 
computation time on calculating the mean.
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