A multilevel approach for computing the limited-memory Hessian and its inverse in variational data assimilation

DOI10.1137/15M1041407zbMATH Open1348.65074MaRDI QIDQ2821785FDOQ2821785

Authors: Kirsty L. Brown, I. Yu. Gejadze, Alison Ramage

Publication date: 23 September 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

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data assimilation preconditioning algorithm multigrid square root limited memory inverse Hessian Gauss-Newton minimization multilevel eigenvalue decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Theory of matrix inversion and generalized inverses (15A09)

Cites Work

ARPACK Users' Guide
Methods of conjugate gradients for solving linear systems
A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
Multigrid Methods for PDE Optimization
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Multi-Level Adaptive Solutions to Boundary-Value Problems
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A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
On optimal solution error covariances in variational data assimilation problems
Lanczos Algorithms for Large Symmetric Eigenvalue Computations
On Analysis Error Covariances in Variational Data Assimilation
The principle of minimized iterations in the solution of the matrix eigenvalue problem
Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics
Approximate Gauss–Newton Methods for Nonlinear Least Squares Problems
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Efficient solution of symmetric eigenvalue problems using multigrid preconditioners in the locally optimal block conjugate gradient method
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Conditioning and preconditioning of the variational data assimilation problem
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Analysis of the Turkel-Zwas scheme for the two-dimensional shallow water equations in spherical coordinates
On the Computation of Approximate Eigenvalues and Eigenfunctions of Elliptic Operators by Means of a Multi-Grid Method
Some Recent Approaches to Solving Large Residual Nonlinear Least Squares Problems
A multigrid method for the generalized symmetric eigenvalue problem: Part I—algorithm and implementation

Cited In (1)

Numerical linear algebra in data assimilation

Uses Software

ARPACK
TAPENADE
JDQZ

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