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ENH: vectorize `cov` #1639

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Run time

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Job	Run time
Lint	28s
Test tests-backends	3m 11s
Test tests-numpy1	1m 9s
Test tests-backends-py310	2m 51s
Test tests-nogil	1m 22s
Test tests-py310	38s
Test tests-py313	38s
	10m 17s