wiki:AvailableOptionsforInitPDAF

Version 3 (modified by lnerger, 12 years ago) (diff)

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Available options for the different filter algorithms

Implementation Guide

  1. Main page
  • Adaptation of the parallelization
  • Initialization of PDAF
  • Modifications for ensemble integration
  • Implementation of the analysis step
  • Memory and timing information
  • Filter-specific options
  • There are different operations for each of the filter algorithms that need to be specified in the call to pdaf_init. To display the available options in a compiled assimilation program, one can use run with the specification subtype=-1. In this case pdaf_init wil display the available options for the selected filter algorithm and exit with an error status of -1.

    Below we list the operations are they are displayed for subtype=-1.

    SEEK (filtertype=0)

            Available options:
    
            Sub-types (Parameter subtype)
              0: Evolve unit modes with finite difference approx. of TLM
              1: like 0 with modes scaled by eigenvalues, unit U
              2: Fixed basis vectors; variable U matrix
              3: Fixed covariance matrix (V and U kept constant)
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): Interval for re-diagonalization of P (>0); optional: default 1
              param_int(4): 1 for incremental updating, 0 else; optional: default 0
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
              param_real(2): epsilon for finite-difference approx. of TLM, required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            +++++++++ End of option overview for the SEEK filter ++++++++++
    

    SEIK (filtertype=1)

            Available options:
    
            Sub-types (Parameter subtype)
              0: full ensemble integration; left-sided application of T
              1: full ensemble integration; right-sided application of T
              2: Fixed error space basis
              3: Fixed state covariance matrix
              4: Implementation with explicit ensemble transformation
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): not used
              param_int(4): 1 for incremental updating, 0 else; optional, default: 0
              param_int(5): Type of forgetting factor; optional, default: 0
                  0: fixed forgetting factor
                  1: adaptive forgetting factor (experimental)
              param_int(6): Type of ensemble transformation matrix; optional, default: 0
                  0: deterministic omega
                  1: random orthonormal omega orthogonal to (1,...,1)^T
                  2: use product of 0 with random orthonomal matrix with eigenvector (1,...,1)^T
                     (experimental; for random transformations, 1 is recommended)
              param_int(7): Type of transformation matrix square root; optional, default: 0
                  (Only relevant for subtype=4)
                  0: symmetric square root
                  1: Cholesky decomposition
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            Internal parameter (defined inside PDAF)
              Nm1vsN: Normalization of covariance matrix; default: 1
                  0: normalization with 1/(Ensemble size)
                     (original SEIK, mainly for compatibility with older studies)
                  1: normalization with 1/(Ensemble size - 1)
                     (sample covariance matrix consistent with other EnKFs)
    
            +++++++++ End of option overview for the SEIK filter ++++++++++
    

    EnKF (filtertype=2)

            Available options:
    
            Sub-types (Parameter subtype)
              0: full ensemble integration; analysis for large dim_obs
              1: full ensemble integration; analysis for small dim_obs
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): maximum rank for inversion of HPH^T, required
                  (if set to >=ensemble size, it is reset to ensemble size - 1)
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  (>=1; not larger than total number of processors)
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            +++++++++ End of option overview for the EnKF ++++++++++
    

    LSEIK (filtertype=3)

            Available options:
    
            Sub-types (Parameter subtype)
              0: full ensemble integration; left-sided application of T
              2: Fixed error space basis
              3: Fixed state covariance matrix
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): not used
              param_int(4): 1 for incremental updating, 0 else; optional, default: 0
              param_int(5): Type of forgetting factor; optional, default: 0
                  0: fixed forgetting factor
                  1: adaptive forgetting factor for full domain (experimental)
                  2: locally adaptive forgetting factor (experimental)
              param_int(6): Type of ensemble transformation matrix; optional, default: 0
                  0: deterministic omega
                  1: random orthonormal omega orthogonal to (1,...,1)^T
                  2: use product of 0 with random orthonomal matrix with eigenvector (1,...,1)^T
                     (experimental; for random transformations, 1 is recommended)
              param_int(7): Type of transformation matrix square root; optional, default: 0
                  (Only relevant for subtype=4)
                  0: symmetric square root
                  1: Cholesky decomposition
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            Internal parameter (defined inside PDAF)
              Nm1vsN: Normalization of covariance matrix; default: 1
                  0: normalization with 1/(Ensemble size)
                     (original SEIK, mainly for compatibility with older studies)
                  1: normalization with 1/(Ensemble size - 1)
                     (sample covariance matrix consistent with other EnKFs)
    
            +++++++++ End of option overview for the LSEIK filter ++++++++++
    

    ETKF (filtertype=4)

            Available options:
    
            Sub-types (Parameter subtype)
              0: full ensemble integration; apply T-matrix analogously to SEIK
              1: full ensemble integration; formulation without T matrix
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): not used
              param_int(4): not used
              param_int(5): Type of forgetting factor; optional, default: 0
                  0: fixed forgetting factor
                  1: adaptive forgetting factor (experimental)
              param_int(6): Type of ensemble transformation matrix; optional, default: 0
                  0: deterministic transformation
                  2: use product of 0 with random orthonomal matrix with eigenvector (1,...,1)^T
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            +++++++++ End of option overview for the ETKF ++++++++++
    

    LETKF (filtertype=5)

            Available options:
    
            Sub-types (Parameter subtype)
              0: full ensemble integration;  apply T-matrix analogously to SEIK
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): not used
              param_int(4): not used
              param_int(5): Type of forgetting factor; optional, default: 0
                  0: fixed forgetting factor
                  1: adaptive forgetting factor for full domain (experimental)
                  2: locally adaptive forgetting factor (experimental)
              param_int(6): Type of ensemble transformation matrix; optional, default: 0
                  0: deterministic transformation
                  2: use product of 0 with random orthonomal matrix with eigenvector (1,...,1)^T
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            +++++++++ End of option overview for the LETKF ++++++++++
    

    ESTKF (filtertype=6)

            Sub-types (Parameter subtype)
              0: Standard implementation with ensemble integration
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): not used
              param_int(4): not used
              param_int(5): Type of forgetting factor; optional, default: 0
                  0: fixed forgetting factor
                  1: adaptive forgetting factor (experimental)
              param_int(6): Type of ensemble transformation matrix; optional, default: 0
                  0: deterministic omega
                  1: random orthonormal omega orthogonal to (1,...,1)^T
                  2: use product of 0 with random orthonomal matrix with eigenvector (1,...,1)^T
                     (experimental; for random transformations, 0 or 1 are recommended)
              param_int(7): Type of transformation matrix square root; optional, default: 0
                  0: symmetric square root
                  1: Cholesky decomposition
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            +++++++++ End of option overview for the ESTKF  ++++++++++
    

    LESTKF (filtertype=7)

            Available options:
    
            Sub-types (Parameter subtype)
              0: Standard implementation with ensemble integration
              5: Offline mode
    
            Integer parameters (Array param_int)
              param_int(1): Dimension of state vector (>0), required
              param_int(2): Ensemble size (>0), required
              param_int(3): not used
              param_int(4): 1 for incremental updating, 0 else; optional, default: 0
              param_int(5): Type of forgetting factor; optional, default: 0
                  0: fixed forgetting factor
                  1: adaptive forgetting factor for full domain (experimental)
                  2: locally adaptive forgetting factor (experimental)
              param_int(6): Type of ensemble transformation matrix; optional, default: 0
                  0: deterministic omega
                  1: random orthonormal omega orthogonal to (1,...,1)^T
                  2: use product of 0 with random orthonomal matrix with eigenvector (1,...,1)^T
                     (experimental; for random transformations, 1 is recommended)
              param_int(7): Type of transformation matrix square root; optional, default: 0
                  0: symmetric square root
                  1: Cholesky decomposition
    
            Floating point parameters (Array param_real)
              param_real(1): Forgetting factor (usually >0 and <=1), required
    
            Further parameters
              n_modeltasks: Number of parallel model integration tasks
                  >=1 for subtypes 0 and 1; not larger than total number of processors
                  =1 required for subtypes 2 and 3
              screen: Control verbosity of PDAF
                  0: no outputs
                  1: basic output (default)
                  2: 1 plus timing output
                  3: 2 plus debug output
    
            +++++++++ End of option overview for the LESTKF ++++++++++