Hello ,all.

I have a question with the "3.9 mixture model", I have no idea to understand the caption of figure 3.2 .

http://www.deeplearningbook.org/contents/prob.html#pf10

The caption below the figure 3.2 says "the ﬁrst component has an isotropic covariance matrix" and "The second has a diagonal

covariance matrix" then "the third has a full-rank covariance matrix"

How the author got it ? I can't understand it ,is there someone get it ?