An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (Q5963729): Difference between revisions

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scientific article; zbMATH DE number 6544438

Language	Label	Description	Also known as
English	An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula	scientific article; zbMATH DE number 6544438

Statements

instance of

scholarly article

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title

An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (English)

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published in

Statistics and Computing

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publication date

23 February 2016

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full work available at URL

https://arxiv.org/abs/1302.3876

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zbMATH Keywords

ensemble Kalman filter

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matrix inversion

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Sherman-Morrison formula

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matrix decomposition

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describes a project that uses

LAPACK

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EnKF

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MaRDI profile type

MaRDI publication profile

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cites work

Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter

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Stability Issues in the Factorization of Structured Matrices

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A New Modified Cholesky Factorization

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Rate of Convergence of Several Conjugate Gradient Algorithms

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Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods

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The ensemble Kalman filter for combined state and parameter estimation

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Hidden Markov Models and Dynamical Systems

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On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems

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Some History of the Conjugate Gradient and Lanczos Algorithms: 1948–1976

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Error Estimate for the Ensemble Kalman Filter Analysis Step

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Incomplete Cholesky Factorizations with Limited Memory

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The solution of linear systems by using the Sherman-Morrison formula

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Refined Error Analyses of Cholesky Factorization

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Iterative Solution of the Helmholtz Equation by a Second-Order Method

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The Use of Conjugate Gradients for Systems of Linear Equations Possessing “Property A”

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Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices

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Identifiers

zbMATH Open document ID

1331.62357

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DOI

10.1007/s11222-014-9454-4

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Mathematics Subject Classification ID

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journals/sac/RuizSA15

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Sitelinks

Mathematics(1 entry)

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+Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter
+Normal rank
@@ Property / cites work @@
+Stability Issues in the Factorization of Structured Matrices
+Normal rank
@@ Property / cites work @@
+A New Modified Cholesky Factorization
@@ Property / cites work: A New Modified Cholesky Factorization / rank @@
+Normal rank
@@ Property / cites work @@
+Rate of Convergence of Several Conjugate Gradient Algorithms
+Normal rank
@@ Property / cites work @@
+Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods
+Normal rank
@@ Property / cites work @@
+The ensemble Kalman filter for combined state and parameter estimation
+Normal rank
@@ Property / cites work @@
+Hidden Markov Models and Dynamical Systems
@@ Property / cites work: Hidden Markov Models and Dynamical Systems / rank @@
+Normal rank
@@ Property / cites work @@
+On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
+Normal rank
@@ Property / cites work @@
+Some History of the Conjugate Gradient and Lanczos Algorithms: 1948–1976
+Normal rank
@@ Property / cites work @@
+Error Estimate for the Ensemble Kalman Filter Analysis Step
+Normal rank
@@ Property / cites work @@
+Incomplete Cholesky Factorizations with Limited Memory
+Normal rank
@@ Property / cites work @@
+The solution of linear systems by using the Sherman-Morrison formula
+Normal rank
@@ Property / cites work @@
+Refined Error Analyses of Cholesky Factorization
@@ Property / cites work: Refined Error Analyses of Cholesky Factorization / rank @@
+Normal rank
@@ Property / cites work @@
+Iterative Solution of the Helmholtz Equation by a Second-Order Method
+Normal rank
@@ Property / cites work @@
+The Use of Conjugate Gradients for Systems of Linear Equations Possessing “Property A”
+Normal rank
@@ Property / cites work @@
+Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
+Normal rank
@@ Property / DBLP publication ID @@
+journals/sac/RuizSA15
@@ Property / DBLP publication ID: journals/sac/RuizSA15 / rank @@
+Normal rank