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Re: [ferret_users] memory issues while computing EOFs



Hi,

I am using CHIRPS data to compute EOFs and only I need upto 6 eofs 
 
There are algorithms to compute largest eigenvalues and associated eigenvectors of matrices. I suppose our matrix is not a difficult one because it's real and symmetric.  Lapack seems to include a routine that computes arbitrary eigenvalues.  I also heard that there is a library called ARPACK which includes a more efficient routine to compute largest eigenvalues.  It seems that there is an interface to ARPACK in the R language, so you might want to use R to compute your EOFs.

(An EOF is nothing but an eigenvector of the convariance matrix. So, computing EOFs using the Fortran language, for example, is straightforward, as long as you have access to a good subroutine to compute eigenvalues and eigenvectors.)

Hope this helps,

Ryo

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