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approx_update⚓︎

EnRML (IES) without the prior increment term.

approx_update ⚓︎

Approximate LM Update scheme as defined in "Chen, Y., & Oliver, D. S. (2013). Levenberg–Marquardt forms of the iterative ensemble smoother for efficient history matching and uncertainty quantification. Computational Geosciences, 17(4), 689–703. https://doi.org/10.1007/s10596-013-9351-5". Note that for a EnKF or ES update, or for update within GN scheme, lambda = 0.

scale(data, scaling) ⚓︎

Scale the data perturbations by the data error standard deviation.

Args: data (np.ndarray): data perturbations scaling (np.ndarray): data error standard deviation

Returns: np.ndarray: scaled data perturbations

update(enX, enY, enE, **kwargs) ⚓︎

Perform the approximate LM update.

Parameters: 
enX : np.ndarray 
    State ensemble matrix (nx, ne)

enY : np.ndarray
    Predicted data ensemble matrix (nd, ne)

enE : np.ndarray
    Ensemble of perturbed observations (nd, ne)