Description: eof decomposition function as follows: function [EOF, PC, F, diff] = EOFcgx (X)
EOF decomposition. Xm* n spatial dimension m, n is the time of sampling points
Returns the value EOF spatial modes, PC is the time modes. The first space modal EOF (:, 1), the first time the modal PC (1, :)
Return value F for eigenvalues, diff for error
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EOFcgx.m
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