Building gene co-expression network (GCN) from gene expression data is an important field of bioinformatic research. Nowadays, RNA-seq data provides high dimensional information to quantify gene expressions in term of read counts for individual exons of genes. Such an increase in the dimension of expression data during the transition from microarray to RNA-seq era made many previous co-expression analysis algorithms based on simple univariate correlation no longer applicable. Recently, two vector-based methods, SpliceNet and RNASeqNet, have been proposed to build GCN. However, they failed to work when sample size is less than the number of exons.