ESS210B
Prof. Jin-Yi Yu
Using SVD to Get EOF&PC
qWe can use Singular Value Decomposition (SVD) to get EOFs, eigenvalues, and PC’s directly from the data matrix, without the need to calculate the
covariance matrix from the data first.
qIf the data set is relatively small, this may be easier than computing the covariance matrices
and doing the eigenanalysis of them.
qIf the sample size is large, it may be computationally more efficient to use the eigenvalue
method.