function [D_out,s] = kl(D_in,P);  %KL: Karhunen Loeve filtering of seismic data.%    The Karhunen Loeve transform can be used to enhance%    lateral coherence of seismic events, this transform %    works quite well with NMO corrected CMP gathers, or%    common offset sections.%%  [D_out,s] = kl(D_in,P)%%  IN   D_in:  data (the data matrix)%       P:     number of eigenvectors to used by the%              KL filter%%  OUT  D_out: output data after kl filtering%       s:     the eigen-values of the covariance%              matrix in descending order%%  Example : Filter a cdp; only 5 eigenvectors%            are kept%%            [D_in,H]=readsegy('cdp.linux.su');%            [D_out,s]=kl(D_in,5); %            wigb(D_out);%%%  Author(s): M.D.Sacchi (sacchi@phys.ualberta.ca)%  Copyright 1998-2003 SeismicLab%  Revision: 1.2  Date: Dec/2002 %  %  Signal Analysis and Imaging Group (SAIG)%  Department of Physics, UofA%[nt,nh]=size(D_in);D_out=zeros(nt,nh);R = D_in'*D_in;         % Data covariance [U,S]=eigs(R,P);        % Eigen-decomposition of RU=U(:,1:P);             D_out=(U*U'*D_in')';s = diag(S);                                   return