function plot_bigauss1(N)
  
  A = randn([2 2]);
  S = A*A'
  cS = chol(S);
  
  X = randn([2 N]);
  Y = cS'*X;
  
  plot(X(1,:), X(2,:), 'o');
  xlim([-6 6]);
  ylim([-6 6]);
 
  pause;

  hold on;
  plot([X(1,:) ; Y(1,:)], [X(2,:) ; Y(2,:)], 'k-');
  plot(Y(1,:), Y(2,:), 'rx');
  xlim([-6 6]);
  ylim([-6 6]);
  
  hold off;
  
  pause;

  plot(Y(1,:), Y(2,:), 'rx');
  xlim([-6 6]);
  ylim([-6 6]);
  
end