Draw points (potentially with an image as background) and get the principal components drawn nicely. Horrible code though.

verify_pca.py

"""
Left click adds points.
Right click clears the image.
Use the fancy figure window to store plots.

If 2+ points were added, principal components are drawn at the center of mass.
"""

import matplotlib
matplotlib.use('Qt5Agg')
import matplotlib.pyplot as plt
import numpy as np
from sklearn.decomposition.pca import PCA

# UNCOMMENT AND ADD FILENAME TO DRAW IMAGE AS BACKGROUND
# IMG = plt.imread('data_image.png')

DATA = []

def onclick(event):
    plt.figure('myfig')
    if event.button == 1:
        DATA.append((event.xdata, event.ydata))
        plt.clf()
        plt.plot()
        try:
            plt.imshow(IMG)
        except NameError:
            plt.xlim([0, 1])
            plt.ylim([0, 1])
        plt.scatter(*zip(*DATA), c='orange')
        if len(DATA) > 1:
            pca = PCA(2).fit(DATA)
            pcs = (pca.components_.T * pca.explained_variance_).T
            center = np.mean(np.array(DATA), 0)
            plt.quiver(*center, *pcs.T)
    else:
        DATA.clear()
        plt.clf()
        plt.plot()
        try:
            plt.imshow(IMG)
        except NameError:
            plt.xlim([0, 1])
            plt.ylim([0, 1])
    plt.draw()

if __name__ == '__main__':
    FIG = plt.figure('myfig')
    plt.plot()
    try:
        plt.imshow(IMG)
    except NameError:
        plt.xlim([0, 1])
        plt.ylim([0, 1])
    FIG.canvas.mpl_connect('button_press_event', onclick)
    plt.show()