Whitening a large rectangular matrix

Hello,

I tried some Matlab codes for matrix whitening, (using SVD or EVD). I got a well results for square matrix (NxN matrix) when I see the cov matrix of the whitened matrix. But when I try to whiten a large rectangular matrix, i.e 4x500 one, I get absolutly an unsatisfied result (cov matrix).

So I want to know if that's possible to improve the whitening in this case (if there are some specified algorithms) or that's normal to have such whitening results.

Thank you

Sofiane