This code can be utilized to fit N gaussians to D dimensional data. It was inspired by video of GMM by siraj available on https://www.youtube.com/watch?v=JNlEIEwe-Cg&t=603s
The algorithm does not include computation of log likelihood and uses number of iteration as a termination criterion
The algorithm also doesn't include a safe check to prevent the collase of a gaussian to a single point.