Singular Value Decomposition Analysis and Canonical Correlation Analysis

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  • 1 Department of Mathematical Sciences, Montana State University, Bozeman, Montana
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Abstract

The goal of singular value decomposition analysis (SVD) and canonical correlation analysis (CCA) is to isolate important coupled modes between two geophysical fields of interest. In this paper the relationship between SVD and CCA is clarified. They should be considered as two distinct methods (possibly) suitable for answering two different questions. Some problems associated with interpreting results of both SVD and CCA are discussed. Both methods have a high potential to produce spurious spatial patterns. Caution is always called for in interpreting results from either method.

Abstract

The goal of singular value decomposition analysis (SVD) and canonical correlation analysis (CCA) is to isolate important coupled modes between two geophysical fields of interest. In this paper the relationship between SVD and CCA is clarified. They should be considered as two distinct methods (possibly) suitable for answering two different questions. Some problems associated with interpreting results of both SVD and CCA are discussed. Both methods have a high potential to produce spurious spatial patterns. Caution is always called for in interpreting results from either method.

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