Abstract
I present the derivation of the Preconditioned Optimizing Utility for Large-dimensional analyses (POpULar), which is developed for adopting a non-diagonal background error covariance matrix in nonlinear variational analyses (i.e., analyses employing a non-quadratic cost function). POpULar is based on the idea of a linear preconditioned conjugate gradient method widely adopted in ocean data assimilation systems. POpULar uses the background error covariance matrix as a preconditioner without any decomposition of the matrix. This preconditioning accelerates the convergence. Moreover, the inverse of the matrix is not required. POpULar therefore allows us easily to handle the correlations among deviations of control variables (i.e., the variables which will be analyzed) from their background in nonlinear problems. In order to demonstrate the usefulness of POpULar, we illustrate two effects which are often neglected in studies of ocean data assimilation before. One is the effect of correlations among the deviations of control variables in an adjoint analysis. The other is the nonlinear effect of sea surface dynamic height calculation required when sea surface height observation is employed in a three-dimensional ocean analysis. As the results, these effects are not so small to neglect.
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Fujii, Y. Preconditioned Optimizing Utility for Large-dimensional analyses (POpULar). J Oceanogr 61, 167–181 (2005). https://doi.org/10.1007/s10872-005-0029-z
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DOI: https://doi.org/10.1007/s10872-005-0029-z