light-cone effect has small contributions. However, QSO surveys probe much deeper regions, and ongoing and near-future redshift surveys, like the Deep Extragalactic Evolutionary Probe (DEEP) survey [e.g., @dav03], the SDSS Luminous Red Galaxy (LRG) survey [@eis01], and the Kilo-Aperture Optical Spectrograph (KAOS) project[^1] probe the universe of redshifts $0.2 {\lower.5ex\hbox{{$\; \buildrel < \over \sim \;$}}}z {\lower.5ex\hbox{{$\; \buildrel < \over \sim \;$}}}5$.

Therefore, it is crucial in cosmological analyses of large surveys to have a good methodology in applying the KL eigenmodes method to ongoing and near-future redshift surveys which are not necessarily shallow. In this paper, methods to efficiently evaluate the theoretical values of the correlation matrix, playing a central role in the KL analysis, are developed and described in detail. This paper is organized as follows. In §2 the Bayesian analysis of the large data set in the context of galaxy surveys is reviewed, and necessity of a fast method to compute the correlation matrix is explained. In §3 the central method of this paper is presented. Necessary quantities in describing the method are introduced in §3.1. A fast method to compute the linear correlation matrix in redshift space is given in §3.2 and §3.3. The nonlinear Finger-of-God effect 