The page document the user-supplied call-back routine prodRinvA_l_pdaf.

The routine prodRinvA_l_pdaf (called U_prodRinvA_l inside the PDAF core routines) is a call-back routine that has to be provided by the user. The routine is called during the loop over the local analysis domains. In the algorithm, the product of the inverse of the observation error covariance matrix with some matrix has to be computed. For the SEIK filter this matrix holds the observed part of the ensemble perturbations for the specified local analysis domain. The matrix is provided as input argument A_l and the product has to be given in the output array C_l.

This routine is also the place to perform observation localization. To initialize a vector of weights, the routine PDAF_local_weight can be called. The procedure is used in the example implementation and also demonstrated in the template routine.

The interface is the following:

SUBROUTINE prodRinvA_l_pdaf(domain_p, step, dim_obs_l, rank, obs_l, A_l, C_l)


  • domain_p : integer, intent(in)
    Index of current local analysis domain
  • step : integer, intent(in)
    Current time step
  • dim_obs_l : integer, intent(in)
    Number of local observations at current time step (i.e. the size of the local observation vector)
  • rank : integer, intent(in)
    Number of the columns in the matrix processes here. This is usually the ensemble size minus one (or the rank of the initial covariance matrix)
  • obs_l : real, intent(in), dimension(dim_obs_l)
    Local vector of observations
  • A_l : real, intent(in), dimension(dim_obs_l, rank)
    Input matrix provided by PDAF
  • C_l : real, intent(out), dimension(dim_obs_l, rank)
    Output matrix


  • The routine is a local variant of the routine prodRinvA_pdaf. Thus if that routine has been implemented before, it can be adapted here for the local filter.
  • The routine does not require that the product is implemented as a real matrix-matrix product. Rather, the product can be implemented in its most efficient form. For example, if the observation error covariance matrix is diagonal, only the multiplication of the diagonal with matrix A_l has to be implemented.
  • The observation vector obs_l is provided through the interface for cases where the observation error variance is relative to the actual value of the observations.
  • The interface has a difference for LSEIK/LESTKF and LETKF: For LETKF the third argument is the ensemble size (dim_ens), while for LSEIK it is the rank (rank) of the covariance matrix (usually ensemble size minus one). In addition, the second dimension of A_l and C_l has size dim_ens for LETKF, while it is rank for the LSEIK filter. (Practically, one can usually ignore this difference as the fourth argument of the interface can be named arbitrarily in the routine.)
  • To perform observation localization (i.e. observation weighting by modifying the inverse observation error covariance matrix) one computes for each observations the distance of it from the local analysis domain and then computes a weight for each observation according to this distance. For the computation of the weight, the routine PDAF_local_weight can be used.
Last modified 7 years ago Last modified on Jan 21, 2016, 4:23:40 PM