covariance matrix

Different covariance types for Gaussian Mixture Models

https://stats.stackexchange.com/questions/326671/different-covariance-types-for-gaussian-mixture-models

http://www.visiondummy.com/2014/04/geometric-interpretation-covariance-matrix/

https://math.stackexchange.com/questions/23596/why-is-the-eigenvector-of-a-covariance-matrix-equal-to-a-principal-component