Rectify zero-covariances in cov2corr.
Sped up Geodesic dist a bit

by folding the square and trace into the SVD.
Quick hacks to save the corrs/covs and dists.

Mainly for loading into numpy and further analyzing.
Turn converting to corr into a setting.
Hide iteration uglyness into foreach functions.
Possibility to load precomputed distances.
Print out the #C for crossvalidation.