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

DOI10.1002/NLA.2165OpenAlexW2792449265MaRDI QIDQ4558708FDOQ4558708

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)

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

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zbMATH Keywords

data assimilationleast squarescondition numberHessiancorrelated observation errors

Mathematics Subject Classification ID

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

Cited In (7)

• The role of observation and background errors for reconstructing localized features from non-local observations
• 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
• Asymptotic forecast uncertainty and the unstable subspace in the presence of additive model error

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