Module for linear algebra procedures. Uses LAPACK routines (through stdlib).
Empirical Orthogonal Function (EOF) analysis / Principal Component Analysis (PCA)
Type | Intent | Optional | Attributes | Name | ||
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real(kind=wp), | intent(in) | :: | x(m,n) |
input data |
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integer(kind=i4), | intent(in) | :: | m |
number of rows |
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integer(kind=i4), | intent(in) | :: | n |
number of columns |
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integer(kind=i4), | intent(in), | optional | :: | opt |
0 = covariance, 1 = correlation |
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real(kind=wp), | intent(in), | optional | :: | wt(n) |
optional weights (default = 1.0/n) |
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real(kind=wp), | intent(out) | :: | pc(m,n) |
principal components |
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real(kind=wp), | intent(out) | :: | eof(n,n) |
EOFs/eigenvectors (unweighted) |
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real(kind=wp), | intent(out) | :: | ev(n) |
eigenvalues |
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real(kind=wp), | intent(out), | optional | :: | eof_scaled(n,n) |
EOFs/eigenvectors scaled for plotting |
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real(kind=wp), | intent(out), | optional | :: | r2(n) |
explained variance (%) |