Performs PCA _and_ whitening on the covariance object referenced by lcov. CAUTION: can be numerically instable if covariance matrix is singular, better use LCOV_PCA2 instead /W. Konen/
lcovPca(lcov, dimRange = NULL)A list that contains all information about the handled covariance-structure
A number or vector for dimensionality reduction: if it is a number: only the first components 1:dimRange are kept (those with largest eigenvalues) if it is a range: only the components in the range dimRange[1]..dimRange[2] are kept
returns a list: $W is the whitening matrix, $DW the dewhitening matrix and $D an array containing a list of the eigenvalues. $kvar contains the total variance kept in percent.