About the computation of cross-covariance

[Trungmaster5]

Excuse me, I don't understand this code (Line 278):
# Get the auto- and cross-covariance matrices
crosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]

Considering the definition of cross-covariance matrices, don't we need to subtract the means of ki, kj before taking dot product ?