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A tool for new Hybrid models: a swift algorithm to calculate the left inverse of a square root of a horizontally localized climatological ensemble covariance matrix
Computing matrix inverses (or, e.g., left inverses) using known algorithms is in general computationally prohibitive in high dimension, such as in an operational weather forecasting context. In this article, a swift, scalable algorithm to calculate the left inverse (through singular values decomposi
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