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Persistent URL http://purl.org/net/epubs/work/43525216
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Record Id 43525216
Title Spectral estimates for saddle point matrices arising in weak constraint four-dimensional variational data assimilation
Abstract We consider the large-sparse symmetric linear systems of equations that arise in the solution of weak constraint four-dimensional variational data assimilation. These systems can be written as saddle point systems with a 3×3 block structure but block eliminations can be performed to reduce them to saddle point systems with a 2×2 block structure, or further to symmetric positive definite systems. In this paper, we analyse how sensitive the spectra of these matrices are to the number of observations of the underlying dynamical system. We also obtain bounds on the eigenvalues of the matrices. Numerical experiments are used to confirm the theoretical analysis and bounds.
Organisation STFC , SCI-COMP
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Related Research Object(s): 46609636
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Language English (EN)
Type Details URI(s) Local file(s) Year
Preprint RAL Preprints RAL-P-2019-004, Numer Linear Algebr STFC, 2019. RAL-P-2019-004.pdf 2019