Matthew C. Fisher's research while affiliated with European Center For Medium Range Weather Forecasts and other places

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Publications (2)

Figure 1. Stream function (top) and potential vorticity (bottom) values...
Figure 2. (a) Objective cost function values along iterations for the...
Figure 3. (a) Objective cost function values along iterations for the...
Figure 4. Difference between the true solution and a priori (a),...
Low rank updates in preconditioning the saddle point systems arising from data assimilation problems
Article
Full-text available
  • Dec 2016
The numerical solution of saddle point systems has received a lot of attention over the past few years in a wide variety of applications such as constrained optimization, computational fluid dynamics and optimal control, to name a few. In this paper, we focus on the saddle point formulation of a large-scale variational data assimilation problem, wh...
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: Properties of the different recursive updates of Sections 3.2 and 3.3. 
Low rank updates in preconditioning the saddle point systems arising from data assimilation problems
Technical Report
Full-text available
  • Sep 2016
The numerical solution of saddle point systems has received a lot of attention over the past few years in a wide variety of applications such as constrained optimization, computational fluid dynamics and optimal control, to name a few. In this paper, we focus on the saddle point formulation of a large-scale variational data assimilation problem, wh...
Cite
Download full-text

Citations

... Within the outer-inner loop structure of the weak-constraint solver, information from previous outer loops can be used to cheaply update the preconditioners in subsequent loops. This has been found to be computationally beneficial [12]. Such approaches could be combined with the method considered in this paper and are expected to provide value. ...
Reference: Saddle point preconditioners for weak-constraint 4D-Var
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