EOF explained variance


Hi guys
I am a intermediate user of matlab and I need your help...
I try to calculate the explained variance for eof analysis,
but when I try to calculate the covariance matrix from my
data, matlab shown "out of memory". My data size is 126x8036
and my computer have 1 Gb ram. I try Cov(X) and a simple
X*X'... I don?t known another way to calculate covariance
matrix that use less memory. If some body can help me??
thanks a lot...
Leandro


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