The conditioning of least-squares problems in variational data assimilation.

DOI10.1002/NLA.2165MaRDI QIDQ4558708zbMATH OpenOpenAlexFDO

Authors Jemima M. Tabeart, S. A. Haben, A. S. Lawless, Joanne A. Waller, Sarah L. Dance, N. K. Nichols

Publication date 29 November 2018

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/nla.2165

zbMATH Keywords

data assimilationleast squarescondition numberHessiancorrelated observation errors

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(8)

• Asymptotic forecast uncertainty and the unstable subspace in the presence of additive model error
• The role of observation and background errors for reconstructing localized features from non-local observations
• New bounds on the condition number of the Hessian of the preconditioned variational data assimilation problem
• Numerical linear algebra in data assimilation
• Convergent least-squares optimization methods for variational data assimilation
• Conditioning and preconditioning of the variational data assimilation problem
• Stein-based preconditioners for weak-constraint 4D-var
• Impact of correlated observation errors on the conditioning of variational data assimilation problems

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