added test for transformed scatter matrix

Author: Martin

sklearn/tests/test_lda.py

@@ -75,6 +75,9 @@ def test_lda_orthogonality():
  d1 /= np.sqrt(np.sum(d1**2))
  d2 /= np.sqrt(np.sum(d2**2))
 
+ # the transformed within-class covariance should be the identity matrix
+ assert_almost_equal(np.cov(clf.transform(scatter).T), np.eye(2))
+
  # the means of classes 0 and 3 should lie on the first component
  assert_almost_equal(np.abs(np.dot(d1[:2], [1, 0])), 1.0)