Github user mengxr commented on the pull request:

    https://github.com/apache/spark/pull/296#issuecomment-39881873
  
    Detecting empty rows needs a join, which is quite expensive. Also, adding 
empty rows will hurt performance if there are really many empty rows. I believe 
in most cases, if a user want to compute covariance on an `IndexedRowMatrix`, 
he/she means the covariance of observed/non-empty rows.


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