A Multilevel Approach for Computing the Limited-Memory Hessian and its Inverse in Variational Data Assimilation

DOI10.1137/15M1041407zbMath1348.65074MaRDI QIDQ2821785

Kirsty L. Brown, Igor Yu. Gejadze, Alison Ramage

Publication date: 23 September 2016

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

zbMATH Keywords

algorithmpreconditioningmultigriddata assimilationsquare rootlimited memoryinverse HessianGauss-Newton minimizationmultilevel eigenvalue decomposition

Mathematics Subject Classification ID

Related Items (1)

Numerical linear algebra in data assimilation

Uses Software

• ARPACK
• TAPENADE
• JDQZ

Cites Work

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• On Analysis Error Covariances in Variational Data Assimilation
• Approximate Gauss–Newton Methods for Nonlinear Least Squares Problems
• MAP estimators and their consistency in Bayesian nonparametric inverse problems
• The principle of minimized iterations in the solution of the matrix eigenvalue problem
• Methods of conjugate gradients for solving linear systems

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