% gen dots


A = [37 -15
    -15  37];

%[V,D] = eig(A);

 V =[ 0.7071   0.7071
      -0.7071   0.7071]
 D = [52 0
      0  22]
    
yy = D^0.5 *randn(2,200);
yycor = corrcoef(yy(1,:), yy(2,:))

tt = V*yy;

figure
plot(yy(1,:),yy(2,:),'.')


figure
plot(tt(1,:),tt(2,:),'.')
xlabel('x')
ylabel('y')
