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math.NA2022
Impact of correlated observation errors on the convergence of the conjugate gradient algorithm in variational data assimilation
Olivier Goux, Selime Gürol, Anthony T. Weaver +2
An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inve…
math.NA2022
A general error analysis for randomized low-rank approximation methods
Youssef Diouane, Selime Gürol, Alexandre Scotto Di Perrotolo +1
We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error boun…