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Scaling the unit covariance gaussian to the PCA space #10

@chahuja

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@chahuja

As eigen values of the covariance matrix (1/n * X^T @ X) are the square of the eigen values of the random variable X, the scaling factor should be e**0.5 instead of e.

x_vecs = x_mean + np.dot(v, (rand_vecs * e).T).T

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