Need Help with Matrices and Arrays

Hey guys:

I need an explanation to what my professor wants out of my homework. I don't want you to do it for me, but I would like to have a better understand of what exactly I need to do. Like I don't understand covariance and eigenvalues.....

Question:

"Write a C program that allows the user to enter three 2-D vectors, and computes (and displays) their sample covariance matrix and its eigenvalues. (You may only use the library functions sqrt, printf and scanf). Your program must print appropriate prompts and messages."

If someone could explain it to me, that would be wonderful, thanks!!!