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A multilevel approach for computing the limited-memory Hessian and its inverse in variational data assimilation. (English) Zbl 1348.65074
MSC:
65F30 Other matrix algorithms (MSC2010)
65F08 Preconditioners for iterative methods
15A09 Theory of matrix inversion and generalized inverses
65F15 Numerical computation of eigenvalues and eigenvectors of matrices
Software:
ARPACK; JDQZ; TAPENADE
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References:
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