pub const COVAR_SCRAMBLED: i32 = 0;
The output covariance matrix is calculated as:
The covariance matrix will be nsamples x nsamples. Such an unusual covariance matrix is used
for fast PCA of a set of very large vectors (see, for example, the EigenFaces technique for
face recognition). Eigenvalues of this "scrambled" matrix match the eigenvalues of the true
covariance matrix. The "true" eigenvectors can be easily calculated from the eigenvectors of
the "scrambled" covariance matrix.