xarray-contrib / xeofs

Comprehensive EOF analysis in Python with xarray: A versatile, multidimensional, and scalable tool for advanced climate data analysis
https://xeofs.readthedocs.io/
MIT License
98 stars 18 forks source link

fix(cross): compute total squared covariance in PC space #221

Closed nicrie closed 1 week ago

nicrie commented 1 week ago

Before, we computed the TSC in the original (physical) space which required computing a large covariance matrix. As a result, we ran out of memory even for datasets of moderate size. Now we compute the TSC in PC space.