| 5 | This routine performs an EOF analysis by singular value decomposition. It is used to prepare a covariance matrix for initializing an ensemble. For the decomposition a multivariate scaling can be performed to ensure that all fields in the state vectors have unit variance. The EOF decompostion to store a covariance matrix is a convenient way to prepare an ensemble for the data assimilation. One can store the EOFs (singular vectors) and corresponding values in a file. Finally, when one wants to initialize an ensemble from these EOFs for a data assimilation application, one can use the routine [wiki:PDAF_sampleens `PDAF_sampleens`] that generates an ensemble of a chosen size by second-order exact sampling representing the covariance matrix. The ensmeble size can then be chosen freely, but it is limited to the number of EOFs plus one. Thus, it can be useful to stor emore EOFs than one finally might want to use to have the flexibility to cary the ensemble size. |