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Re: Is there a good procedure for Minimum Variance Analysis? [message #58380] Tue, 29 January 2008 05:56 Go to previous message
Wox is currently offline  Wox
Messages: 184
Registered: August 2006
Senior Member
On Mon, 28 Jan 2008 17:54:58 -0800 (PST), "duxiyu@gmail.com"
<duxiyu@gmail.com> wrote:

> I want to perform the Minimum Variance Analysis on a set of magnetic
> field data.
> Is there a good procedure in IDL for this analysis?
>
> Best regards,
> Du

Don't know what it is, but in chapter 8 in this document
http://www.issibern.ch/PDF-Files/analysis_methods_1_1a.pdf
it looks like you have to make a (co)variance matrix from the X,Y and
Z components of the field data

cov(X,X) cov(X,Y) cov(X,Z)
M= cov(Y,X) cov(Y,Y) cov(Y,Z)
cov(Z,X) cov(Z,Y) cov(Z,Z)

Then get the eigenvectors with trired/triql (because M is symmetric).
The eigenvector with the smallest eigenvalue is the boundary normal.
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