n = 10000;

% three distributions:
x = randn( n, 1 );
y = randn( n, 1 );
z = randn( n, 1 );
f = figure( 'Position', [ scrsz(3)/2 scrsz(4)/2 scrsz(3)/2 scrsz(4)/2 ]);
d = [ 0 4 -4 8 ];
for k = 1:4
    x((k-1)*n/4+1:k*n/4) = x((k-1)*n/4+1:k*n/4) + d(k);
    y((k-1)*n/4+1:k*n/4) = y((k-1)*n/4+1:k*n/4) - d(k);
    z((k-1)*n/4+1:k*n/4) = z((k-1)*n/4+1:k*n/4) + d(k);
end
covareigen3( x, y, z );