title: How to whiten matrix in PCA
body: <p>I'm working with Python and I've implemented the PCA using <a href="http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf" rel="noreferrer">this tutorial</a>.</p>
  
  <p>Everything works great, I got the Covariance I did a successful transform, brought it make to the original dimensions not problem.</p>
  
  <p>But how do I perform whitening? I tried dividing the eigenvectors by the eigenvalues:</p>
  
  <pre><code>S, V = numpy.linalg.eig(cov)
  V = V / S[:, numpy.newaxis]
  </code></pre>
  
  <p>and used V to transform the data but this led to weird data values.
  Could someone please shred some light on this?</p>