效果图：
演示代码：
\documentclass[a4paper]{article}
\usepackage{amsmath}
\usepackage[table]{xcolor}
\begin{document}
\begin{equation*}
\left[
\begin{array}{cccc}
\cellcolor{blue!20}\sigma _{1}^{2} & \sigma _{12}
& \cdots & \sigma
_{1k} \\
\sigma _{21} & \cellcolor{blue!20}\sigma _{2}^{2}
& \cdots & \sigma
_{2k} \\
\vdots & \vdots
& \ddots &
\vdots \\
\sigma _{k1} & \sigma _{k2} &
\cdots &
\cellcolor{blue!20}\sigma _{k}^{2}%
\end{array}
\right]
=\Omega
\end{equation*}
\end{document}
演示代码：
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