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trired/triql and EOF/PCA [message #28990]

Fri, 25 January 2002 01:57

wmconnolley
Messages: 106
Registered: November 2000

Senior Member

'm trying to to EOF (=PCA) analysis, which involvees finding eigenvectors
of a symmetric matrix. I use trired/triql (should I?). This works fine for
small matrices but on large ones (well not very large... 500x500, perhaps)
falls over with "too many iterations". But... there is no "how many
iterations" parameter to set. Ideas?

Also: I really only want the top 2-10 eignevectors and values: not all 500.
I suspect theres a better way out there...

-W.

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William M Connolley | wmc@bas.ac.uk | http://www.nerc-bas.ac.uk/icd/wmc/
Climate Modeller, British Antarctic Survey | Disclaimer: I speak for myself
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trired/triql and EOF/PCA

By: wmconnolley on Fri, 25 January 2002 01:57

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