def testDecorrelation(self):
        x = generate_covsig([[3, 2, 1], [2, 3, 2], [1, 2, 3]], 500)
        w, v = pca(x)
        c = np.cov(np.dot(w.T, x))
        c -= np.diag(c.diagonal())
        self.assertTrue(np.allclose(c, np.zeros((3, 3)), rtol=1e-2, atol=1e-3))
components should be decorrelated after PCA
dataset/ETHPy150Open scot-dev/scot/scot/tests/test_pca.py/TestFunctionality.testDecorrelation