lcov_pca

 LCOV_PCA Principal Component Analysis on a covariance object.
   [W,DW,D] = LCOV_PCA(HANDLE[, DIM_RANGE]) performs PCA _and_ whitening
   on the covariance object referenced by HANDLE.
   W is the whitening matrix, DW the dewhitening matrix and D an array
   containing a list of the eigenvalues.

   ! LCOV_FIX must have been called _before_ you call this function.
  
   If DIM_RANGE is specified, only the first DIM_RANGE components are keeped
   or the components in the range DIM_RANGE(1)..DIM_RANGE(2).

   See also LCOV_FIX.