from numpy import array, mat, shape, transpose from scipy import cov, linalg from pylab import load, arange data2 = mat(array(load('raw3.dat', delimiter='\t',usecols=arange(0,13,1), unpack=True))) time_series = mat(cov(data2, rowvar=1)) print 'covariance matrix : ', shape(time_series) eval, evec = linalg.eig(mat(time_series)) print shape(eval), shape(evec) print abs(evec) print abs(eval)