Tangent space embedding

Different connectivity measures, including tangent space measure
The newaxis trick may be unclear for people who are not used to it.
I would have written sth like:

    def my_cov_to_corr(cov):
        d = np.atleast_2d(1. / np.diag(np.sqrt(cov)))
        corr = cov * d * d.T
        return corr