py__localize_covar_pdaf()

Perform covariance localisation.

This is only used for stochastic EnKF. The localisation is performed for HP and HPH.T.

This can be helped by function pyPDAF.PDAFomi.localize_covar(). This is replaced by PDAFomi.set_localize_covar() in PDAF3.

Parameters

dim_p: int

Dimension of the state vector.

dim_obs: int

Dimension of the observation vector.

hp_p: np.ndarray[np.float, dim=2]

Matrix HP. Shape: (dim_obs, dim_p)

hph: np.ndarray[np.float, dim=2]

Matrix HPH.T. Shape: (dim_obs, dim_obs)

Returns

hp_p: np.ndarray[np.float, dim=2]

Localised matrix HP. Shape: (dim_obs, dim_p)

hph: np.ndarray[np.float, dim=2]

Localised matrix HPH.T. Shape: (dim_obs, dim_obs)