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q |
We can use Singular Value Decomposition (SVD) to get
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EOFs, eigenvalues, and PC’s directly from the data
matrix,
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without the need to calculate the covariance matrix from
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the data first.
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q |
If the data set is relatively small, this may be easier than
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computing the covariance matrices and doing the
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eigenanalysis of them.
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q |
If the sample size is large, it may be computationally more
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efficient to use the eigenvalue method.
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