The rest of the procedure, however, is identical to what is described here.
Once the covariance matrix has been calculated from the data, the EOF analysis can be done by solving eigenvalue and eigenvector problems which is decomposed into matrices and .
The EOF analysis uses this covariance matrix to decompose the space-time data into spatial patterns and associated time indices [19,20]. The eigenvalues of the covariance matrix are given by
Solve eigenvalue-eigenvector problems in which Rzz0 is decomposed into eigenvalues
and eigenvectors in the equations