Re: EOF explained variance

"Leandro Calil" <leandro@xxxxxxxxxxxxxxxx> wrote in message <g5h1ie$flt
$1@xxxxxxxxxxxxxxxxxx>...
Dear Roger,
I have an NCEP derived product. I calculated the wind stress
curl of a region in South Atlantic and now I want to make an
EOF analysis of this field. I have a field with 9 latitude
points and 14 longitude points totalizing 126 points, and I
have the evolution of this field in 8036 times.

I think there are two ways to calculate EOF for a grid of
time series of observations. One method is obtain a
symmetric covariance matrix which is them decomposed into
eigenvalues and eigenvectors. And other way is using an
singular value decomposition (SVD) method which derives all
the components of the EOF analysis without calculate of the
covariance matrix.

First I try SVD but "out of memory" appears...

Because of this, I try to calculate the EOF "step by step"
with the covariance matrix, but isn't possible. The "out of
memory" appeared again.

Them I don't know what I can do to solve the problem??

Thanks
Leandro

The curl is a three-dimensional vector quantity. I thought you were dealing
with scalar quantities whose covariances you wished to find. If you want
effective help on this problem, you would do well to fully explain in
considerable detail what it is you are doing so that the rest of us don't have
to keep making guesses. We aren't mind readers!

You still haven't answered the question I asked previously - what size do
you expect your covariance matrix to have? To that I add the question of how
these covariances are related to your curl field quantities. Are you just
considering its magnitudes?

One final question. When you tried 'svd', did you use the "economy size"
option? For the size you are apparently dealing with, this could be a very
important consideration. If I have understood you correctly, it would make
the difference between generating a 8036 x 8036 matrix and a much smaller
8036 x 126 matrix.

Roger Stafford


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Relevant Pages

  • Re: EOF explained variance
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    ... I forgot to say that I just considering curl ... % CALCULATE COVARIANCE MATRIX - C ... % EXTRACT EIGENVALUES AND EIGENVECTORS USING SVD ... % CALCULATE EXPLAINED VARIANCE ...
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