What is SVD?
q Any m by n matrix A can be factored into
q The columns of U (m by m) are the EOFs
q The columns of V (n by n) are the PCs.
q The diagonal values of S are the eigenvalues represent the amplitudes
of the EOFs, but not the variance explained by the EOF.
q The square of the eigenvalue from the SVD is equal to the eigenvalue
from the eigen analysis of the covariance matrix.