class="p">,</span> <span class="n">U</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">eigh</span><span class="p">((</span><span class="n">df</span> <span class="o">-</span> <span class="n">df</span><span class="o">.</span><span class="n">mean</span><span class="p">())</span><span class="o">.</span><span class="n">cov</span><span class="p">())</span>
  <span class="n">df</span> <span class="o">=</span> <span 