Global covariance matrix calculation method and device, electronic equipment and storage medium

The invention provides a global covariance matrix calculation method and device, electronic equipment and a storage medium, and the method comprises the steps: obtaining a local data set mean value of each target region, the target area is each fragmented area obtained by fragmenting local data in one client or an area where the local data of each client in the plurality of clients is located; calculating a global data set mean value according to the local data set mean value of each target region; receiving a local covariance matrix of each target area sent by the client, wherein the local covariance matrix is obtained through calculation according to the mean value of the global data set; and calculating a global covariance matrix according to the local covariance matrix of each target area. In the embodiment of the invention, only the local data set mean value and the local covariance matrix need to be transmitted, so that the privacy and security of data transmission can be ensured, the data transmission