Re: EOF explained variance

Dear Roger,
First, thanks for your help !!
I intend make a EOF analysis from a grid space that have 126
points and 8036 times.
I think the right matrix organization for calculate the
covariance matrix from my data is X(8036,126). Is that right??
If it is right, I need to calculate cov(X). It is not this?
I need the total data variance. I hope reach this with the
sum of principal diagonal of my covariance matrix.
Thank you again...
Leandro

"Roger Stafford" <ellieandrogerxyzzy@xxxxxxxxxxxxxxxxxxxxxx>
wrote in message <g5fv22$6l0$1@xxxxxxxxxxxxxxxxxx>...
"Leandro Calil" <leandro@xxxxxxxxxxxxxxxx> wrote in
message <g5fn4v$nj7
$1@xxxxxxxxxxxxxxxxxx>...

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

The documentation for 'cov' states that "each row is an
observation, and
each column is a variable". If your X matrix is of size
126 x 8036, then cov(X)
will assume you have 8036 variables with 126 observations
and produce a
covariance matrix of size 8036 x 8036, which is very
large. Is that what you
intended? The matrix product you wrote, X*X', is only 126
x 126 in size.
This suggests that perhaps you actually have 8036
observations and only 126
variables and need to compute cov(X').

Roger Stafford


.

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