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Many detection algorithms in hyperspectral image analysis, from well-characterized gaseous and solid targets to deliberately uncharacterized anomalies and anomalous changes, depend on accurately estimating the covariance matrix of the background. In practice, the background covariance is estimated from samples in the image, and imprecision in this estimate can lead to a loss of detection power. In this paper, we describe the sparse matrix transform (SMT) and investigate its utility for estimating the covariance matrix from a limited number of samples. The SMT is formed by a product of pairwise coordinate (Givens) rotations. Experiments on hyperspectral data show that the estimate accurately reproduces even small eigenvalues and eigenvectors. In particular, we find that using the SMT to estimate the covariance matrix used in the adaptive matched filter leads to consistently higher signal-to-clutter ratios.