[SYSTEMDS-3788] Modify the FederatedCovarianceTest to account for weighted covariance

[gaturchenko]

Previously the federated covariance test only considered the case of regular covariance. The test has now been modified to account for the weighted covariance and, in particular, 3 following cases:

1. One input matrix is federated, another input matrix and weights matrix are not;
2. Both input matrices are federated, weights are not;
3. Both input and weights matrices are federated.