import numpy as np
#from sklearn.discriminant_analysis import _class_cov,LinearDiscriminantAnalysis
from discriminant_analysis import _class_cov,LinearDiscriminantAnalysis

X = np.random.rand(1000000, 100)
y = np.random.randint(0, 20000, (1000000, ))
print len(np.unique(y))
#model=LinearDiscriminantAnalysis(solver='eigen')
#model.fit(X,y)
_class_cov(X, y, np.array([1.]*20000)/20000)