A Parallel Implementation of the Ensemble Kalman Filter Based on Modified Cholesky Decomposition
نویسندگان
چکیده
This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a sparse estimation of the inverse background error covariance matrix is computed via a modified Cholesky decomposition; the estimates are computed concurrently on
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عنوان ژورنال:
- CoRR
دوره abs/1606.00807 شماره
صفحات -
تاریخ انتشار 2016