function plot_bigauss2(N)
  
  A = randn([2 2]);
  S = A*A'
  [V D] = eig(S)
  
  X = randn([2 N]);
  Y = sqrt(D)*X;
  Z = V'*Y;
  
  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]);
  pause;
  
  hold on
  plot([Y(1,:) ; Z(1,:)], [Y(2,:) ; Z(2,:)], 'k-');
  plot(Z(1,:), Z(2,:), 'bs');
  xlim([-6 6]);
  ylim([-6 6]);
  hold off;

  pause;
  
  plot(Z(1,:), Z(2,:), 'bs');
  xlim([-6 6]);
  ylim([-6 6]);
  
  
  
  
end