subspace_update

Stochastic iterative ensemble smoother (IES, i.e. EnRML) with subspace implementation.

subspace_update

More information about the method is found in Evensen, G., Raanes, P. N., Stordal, A. S., & Hove, J. (2019). Efficient Implementation of an Iterative Ensemble Smoother for Data Assimilation and Reservoir History Matching. Frontiers in Applied Mathematics and Statistics, 5(October), 114. https://doi.org/10.3389/fams.2019.00047

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