Hi Ana,
Let's say your matrix is X. If I understand correctly, each row of X is a vector you want and that vector suppose to be a column vector. If that is true I believe you are talking about forming sample covariance matrix. In your case, you can simply do it by
R = X'*X;
This being said, it is rare that you want to really invert R. In most cases, what you want is R^(-1)v where v being a vector. Hence, instead of using
inv(R)*v
you should do
R\v
HTH
