Github user mateiz commented on the pull request:

    https://github.com/apache/spark/pull/296#issuecomment-39880128
  
    Makes sense, although in practice users might do 
`coordinateMatrix.toIndexedRowMatrix.covariance`. Do we want to change 
CoordinateMatrix.toIndexedRowMatrix to add in the empty rows? You could just 
union the data with `sc.parallelize(0 until numRows)` somehow to add entries 
for those.


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