! Copyright (c) 2004-2024 Lars Nerger ! ! This file is part of PDAF. ! ! PDAF is free software: you can redistribute it and/or modify ! it under the terms of the GNU Lesser General Public License ! as published by the Free Software Foundation, either version ! 3 of the License, or (at your option) any later version. ! ! PDAF is distributed in the hope that it will be useful, ! but WITHOUT ANY WARRANTY; without even the implied warranty of ! MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ! GNU Lesser General Public License for more details. ! ! You should have received a copy of the GNU Lesser General Public ! License along with PDAF. If not, see <http://www.gnu.org/licenses/>. ! !$Id$ !BOP ! ! !ROUTINE: PDAF_estkf_analysis_fixed --- ESTKF analysis without ensemble transformation ! ! !INTERFACE: SUBROUTINE PDAF_estkf_analysis_fixed(step, dim_p, dim_obs_p, dim_ens, rank, & state_p, Ainv, ens_p, state_inc_p, forget, & U_init_dim_obs, U_obs_op, U_init_obs, U_init_obsvar, U_prodRinvA, & screen, incremental, type_forget, type_sqrt, flag) ! !DESCRIPTION: ! Analysis step of the ESTKF with direct update ! of the state estimate, but no ensemble ! transformation. The ensemble is only shifted ! to represent the analysis state. This variant ! is used for the filter variant with a fixed ! covariance matrix. ! Supported is also the adaptive forgetting factor. ! ! Variant for domain decomposed states. ! ! ! This is a core routine of PDAF and ! should not be changed by the user ! ! ! !REVISION HISTORY: ! 2012-03 - Lars Nerger - Initial code based on dynamic ESTKF ! Later revisions - see svn log ! ! !USES: ! Include definitions for real type of different precision ! (Defines BLAS/LAPACK routines and MPI_REALTYPE) #include "typedefs.h" USE mpi USE PDAF_timer, & ONLY: PDAF_timeit USE PDAF_memcounting, & ONLY: PDAF_memcount USE PDAF_mod_filter, & ONLY: filterstr, obs_member, observe_ens, debug USE PDAF_mod_filtermpi, & ONLY: mype, MPIerr, COMM_filter USE PDAFomi, & ONLY: omi_n_obstypes => n_obstypes, omi_omit_obs => omit_obs IMPLICIT NONE ! !ARGUMENTS: INTEGER, INTENT(in) :: step ! Current time step INTEGER, INTENT(in) :: dim_p ! PE-local dimension of model state INTEGER, INTENT(out) :: dim_obs_p ! PE-local dimension of observation vector INTEGER, INTENT(in) :: dim_ens ! Size of ensemble INTEGER, INTENT(in) :: rank ! Rank of initial covariance matrix REAL, INTENT(inout) :: state_p(dim_p) ! on exit: PE-local forecast mean state REAL, INTENT(inout) :: Ainv(rank, rank) ! Inverse of matrix A - temporary use only REAL, INTENT(inout) :: ens_p(dim_p, dim_ens) ! PE-local state ensemble REAL, INTENT(inout) :: state_inc_p(dim_p) ! PE-local state analysis increment REAL, INTENT(in) :: forget ! Forgetting factor INTEGER, INTENT(in) :: screen ! Verbosity flag INTEGER, INTENT(in) :: incremental ! Control incremental updating INTEGER, INTENT(in) :: type_forget ! Type of forgetting factor INTEGER, INTENT(in) :: type_sqrt ! Type of square-root of A ! (0): symmetric sqrt; (1): Cholesky decomposition INTEGER, INTENT(inout) :: flag ! Status flag ! ! External subroutines ! ! (PDAF-internal names, real names are defined in the call to PDAF) EXTERNAL :: U_init_dim_obs, & ! Initialize dimension of observation vector U_obs_op, & ! Observation operator U_init_obsvar, & ! Initialize mean observation error variance U_init_obs, & ! Initialize observation vector U_prodRinvA ! Provide product R^-1 with some matrix ! !CALLING SEQUENCE: ! Called by: PDAF_estkf_update ! Calls: U_init_dim_obs ! Calls: U_obs_op ! Calls: U_init_obs ! Calls: U_prodRinvA ! Calls: PDAF_timeit ! Calls: PDAF_memcount ! Calls: PDAF_set_forget ! Calls: PDAF_estkf_AOmega ! Calls: PDAF_estkf_OmegaA ! Calls: gemmTYPE (BLAS; dgemm or sgemm dependent on precision) ! Calls: gemvTYPE (BLAS; dgemv or sgemv dependent on precision) ! Calls: gesvTYPE (LAPACK; dgesv or sgesv dependent on precision) ! Calls: syevTYPE (LAPACK; dsyev or ssyev dependent on precision) ! Calls: MPI_allreduce (MPI) !EOP ! *** local variables *** INTEGER :: i, member, col, row ! counters INTEGER, SAVE :: allocflag = 0 ! Flag whether first time allocation is done INTEGER :: lib_info ! Status flag for LAPACK calls INTEGER :: ldwork ! Size of work array for syevTYPE REAL :: invdimens ! Inverse global ensemble size REAL :: forget_ana ! Forgetting factor used for analysis REAL, ALLOCATABLE :: HL_p(:,:) ! Temporary matrices for analysis REAL, ALLOCATABLE :: RiHL_p(:,:) ! Temporary matrices for analysis REAL, ALLOCATABLE :: resid_p(:) ! PE-local observation residual REAL, ALLOCATABLE :: obs_p(:) ! PE-local observation vector REAL, ALLOCATABLE :: HXbar_p(:) ! PE-local observed state REAL, ALLOCATABLE :: RiHLd(:) ! Temporary vector for analysis REAL, ALLOCATABLE :: RiHLd_p(:) ! PE-local RiHLd REAL, ALLOCATABLE :: VRiHLd(:) ! Temporary vector for analysis REAL, ALLOCATABLE :: Ainv_p(:,:) ! Ainv for PE-local domain REAL, ALLOCATABLE :: tmp_Ainv(:,:) ! Temporary storage of Ainv REAL, ALLOCATABLE :: TRiHLd(:,:) ! Temporary vector for analysis REAL, ALLOCATABLE :: svals(:) ! Singular values of Ainv REAL, ALLOCATABLE :: work(:) ! Work array for SYEVTYPE INTEGER, ALLOCATABLE :: ipiv(:) ! vector of pivot indices for GESVTYPE ! ********************** ! *** INITIALIZATION *** ! ********************** CALL PDAF_timeit(51, 'new') IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- START' IF (mype == 0 .AND. screen > 0) THEN WRITE (*, '(a, i7, 3x, a)') & 'PDAF ', step, 'Assimilating observations - ESTKF with fixed ensemble' END IF ! *********************************** ! *** Compute mean forecast state *** ! *********************************** CALL PDAF_timeit(11, 'new') state_p = 0.0 invdimens = 1.0 / REAL(dim_ens) DO member = 1, dim_ens DO row = 1, dim_p state_p(row) = state_p(row) + invdimens * ens_p(row, member) END DO END DO CALL PDAF_timeit(11, 'old') CALL PDAF_timeit(51, 'old') ! ********************************* ! *** Get observation dimension *** ! ********************************* IF (debug>0) THEN WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' dim_p', dim_p WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- call init_dim_obs' END IF CALL PDAF_timeit(15, 'new') CALL U_init_dim_obs(step, dim_obs_p) CALL PDAF_timeit(15, 'old') IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' dim_obs_p', dim_obs_p IF (screen > 2) THEN WRITE (*, '(a4, 5x, a13, 1x, i6, 1x, a, i10)') & 'PDAF', '--- PE-domain', mype, 'dimension of observation vector', dim_obs_p END IF ! ************************ ! *** Compute residual *** ! *** d = y - H x *** ! ************************ CALL PDAF_timeit(12, 'new') haveobsB: IF (dim_obs_p > 0) THEN ! *** The residual only exists for domains with observations *** ALLOCATE(resid_p(dim_obs_p)) ALLOCATE(obs_p(dim_obs_p)) ALLOCATE(HXbar_p(dim_obs_p)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', 3 * dim_obs_p) ! Project state onto observation space IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- observe_ens', observe_ens IF (.NOT.observe_ens) THEN IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, & 'PDAF_estkf_analysis -- call obs_op for ensemble mean' obs_member = 0 ! Store member index (0 for central state) CALL PDAF_timeit(44, 'new') CALL U_obs_op(step, dim_p, dim_obs_p, state_p, HXbar_p) CALL PDAF_timeit(44, 'old') ELSE ! For nonlinear H: apply H to each ensemble state; then average ALLOCATE(HL_p(dim_obs_p, dim_ens)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', dim_obs_p * dim_ens) IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- call obs_op', dim_ens, 'times' CALL PDAF_timeit(44, 'new') ENS1: DO member = 1, dim_ens ! Store member index to make it accessible with PDAF_get_obsmemberid obs_member = member ! [Hx_1 ... Hx_N] CALL U_obs_op(step, dim_p, dim_obs_p, ens_p(:, member), HL_p(:, member)) END DO ENS1 CALL PDAF_timeit(44, 'old') CALL PDAF_timeit(51, 'new') HXbar_p = 0.0 DO member = 1, dim_ens DO row = 1, dim_obs_p HXbar_p(row) = HXbar_p(row) + invdimens * HL_p(row, member) END DO END DO CALL PDAF_timeit(51, 'old') END IF ! get observation vector IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- call init_obs' CALL PDAF_timeit(50, 'new') CALL U_init_obs(step, dim_obs_p, obs_p) CALL PDAF_timeit(50, 'old') ! get residual as difference of observation and ! projected state CALL PDAF_timeit(51, 'new') resid_p = obs_p - HXbar_p CALL PDAF_timeit(51, 'old') IF (debug>0) THEN WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, & 'innovation d(1:min(dim_obs_p,10))', resid_p(1:min(dim_obs_p,10)) WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, & 'MIN/MAX of innovation', MINVAL(resid_p), MAXVAL(resid_p) END IF ! Omit observations with too high innovation IF (omi_omit_obs) THEN CALL PDAF_timeit(51, 'new') CALL PDAFomi_omit_by_inno_cb(dim_obs_p, resid_p, obs_p) CALL PDAF_timeit(51, 'old') END IF END IF haveobsB CALL PDAF_timeit(12, 'old') ! ************************************************* ! *** Compute analyzed matrix Ainv *** ! *** *** ! *** -1 T -1 *** ! *** A = forget*(N-1) I + (HL) R (HL) *** ! *** *** ! ************************************************* CALL PDAF_timeit(10, 'new') haveobsA: IF (dim_obs_p > 0) THEN ! *** The contribution of observation matrix ist only *** ! *** computed for domains with observations *** CALL PDAF_timeit(30, 'new') IF (.NOT.observe_ens) THEN ! This part is only required if H is applied to the ensemble mean before ! *** Compute HL = [Hx_1 ... Hx_N] Omega ALLOCATE(HL_p(dim_obs_p, dim_ens)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', dim_obs_p * dim_ens) IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- call obs_op', dim_ens, 'times' CALL PDAF_timeit(44, 'new') ENS: DO member = 1, dim_ens ! Store member index to make it accessible with PDAF_get_obsmemberid obs_member = member ! [Hx_1 ... Hx_N] CALL U_obs_op(step, dim_p, dim_obs_p, ens_p(:, member), HL_p(:, member)) END DO ENS CALL PDAF_timeit(44, 'old') END IF ! Set forgetting factor forget_ana = forget IF (type_forget == 1) THEN CALL PDAF_set_forget(step, filterstr, dim_obs_p, dim_ens, HL_p, & HXbar_p, obs_p, U_init_obsvar, forget, forget_ana) ENDIF DEALLOCATE(HXbar_p) ! Complete HL = [Hx_1 ... Hx_N] T CALL PDAF_timeit(51, 'new') CALL PDAF_estkf_AOmega(dim_obs_p, dim_ens, HL_p) CALL PDAF_timeit(51, 'old') CALL PDAF_timeit(30, 'old') CALL PDAF_timeit(31, 'new') ! *** RiHL = Rinv HL *** ! *** this is implemented as a subroutine thus that *** ! *** Rinv does not need to be allocated explicitly *** IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- call prodRinvA_l' ALLOCATE(RiHL_p(dim_obs_p, rank)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', dim_obs_p * rank) CALL PDAF_timeit(48, 'new') CALL U_prodRinvA(step, dim_obs_p, rank, obs_p, HL_p, RiHL_p) CALL PDAF_timeit(48, 'old') DEALLOCATE(obs_p) CALL PDAF_timeit(51, 'new') ! *** Initialize Ainv = (N-1) I *** Ainv = 0.0 DO i = 1, rank Ainv(i,i) = REAL(dim_ens - 1) END DO ! *** T *** ! *** Compute HL RiHL *** ALLOCATE(Ainv_p(rank, rank)) ALLOCATE(tmp_Ainv(rank, rank)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', 2 * rank**2) CALL gemmTYPE('t', 'n', rank, rank, dim_obs_p, & 1.0, HL_p, dim_obs_p, RiHL_p, dim_obs_p, & 0.0, Ainv_p, rank) DEALLOCATE(HL_p) ELSE haveobsA ! *** For domains with dim_obs_p=0 there is no *** ! *** direct observation-contribution to Ainv *** CALL PDAF_timeit(31, 'new') CALL PDAF_timeit(51, 'new') ! Set forgetting factor forget_ana = forget ! *** Initialize Ainv = (N-1) I *** Ainv = 0.0 DO i = 1, rank Ainv(i,i) = REAL(dim_ens - 1) END DO ALLOCATE(Ainv_p(rank, rank)) ALLOCATE(tmp_Ainv(rank, rank)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', 2 * rank**2) ! No observation-contribution to Ainv from this domain Ainv_p = 0.0 ! For OMI we need to call observation operator also for dim_obs_p=0 ! in order to initialize pointer to observation type IF (omi_n_obstypes>0) THEN ALLOCATE(HL_p(1, 1)) obs_member = 1 ! [Hx_1 ... Hx_N] CALL U_obs_op(step, dim_p, dim_obs_p, ens_p(:, 1), HL_p(:, 1)) DEALLOCATE(HL_p) END IF END IF haveobsA ! get total sum on all filter PEs CALL MPI_allreduce(Ainv_p, tmp_Ainv, rank * rank, & MPI_REALTYPE, MPI_SUM, COMM_filter, MPIerr) ! *** Complete computation of Ainv *** ! *** -1 T *** ! *** A = forget I + HL RiHL *** Ainv = forget_ana * Ainv + tmp_Ainv IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' A^-1', Ainv DEALLOCATE(Ainv_p) CALL PDAF_timeit(51, 'old') CALL PDAF_timeit(31, 'old') CALL PDAF_timeit(10, 'old') ! *********************************************** ! *** Compute weight for model state update *** ! *** *** ! *** T f *** ! *** w = A RiHL d with d = (y - H x ) *** ! *********************************************** CALL PDAF_timeit(51, 'new') CALL PDAF_timeit(13, 'new') ! *** RiHLd = RiHL^T d *** ALLOCATE(RiHLd_p(rank)) ALLOCATE(RiHLd(rank)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', 2 * rank) haveobsC: IF (dim_obs_p > 0) THEN ! *** RiHLd_p/=0 only with observations *** ! local products (partial sum) CALL gemvTYPE('t', dim_obs_p, rank, 1.0, RiHL_p, & dim_obs_p, resid_p, 1, 0.0, RiHLd_p, 1) DEALLOCATE(RiHL_p, resid_p) ELSE haveobsC RiHLd_p = 0.0 END IF haveobsC ! get total sum on all filter PEs CALL MPI_allreduce(RiHLd_p, RiHLd, rank, & MPI_REALTYPE, MPI_SUM, COMM_filter, MPIerr) IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' (HXT R^-1)^T d', RiHLd DEALLOCATE(RiHLd_p) ! *** Compute weight vector for state analysis: *** ! *** w = A RiHLd *** ! *** For this, two variants are implemented: *** ! *** 1. solve for w in: *** ! *** -1 *** ! *** A w = RiHLd *** ! *** We use the LAPACK routine gesvTYPE *** ! *** 2. Compute singular value decomposition *** ! *** of Ainv: Ainv = USV^T *** ! *** Then: A = U S^(-1) V^T *** ! *** This is combined with a symmetric *** ! *** square-root for the ensemble transformation *** IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- type_sqrt', type_sqrt typeainv1: IF (type_sqrt==1) THEN ! *** Variant 1: Solve Ainv w= RiHLd for w ALLOCATE(ipiv(rank)) IF (allocflag == 0) CALL PDAF_memcount(3, 'i', rank) ! save matrix Ainv tmp_Ainv = Ainv IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, & ' Invert A^-1 using solver GESV' ! call solver (GESVTYPE - LU solver) CALL gesvTYPE(rank, 1, tmp_Ainv, rank, ipiv, & RiHLd, rank, lib_info) DEALLOCATE(ipiv) ELSE typeainv1 ! *** Variant 2: Invert Ainv using SVD ALLOCATE(svals(rank)) ALLOCATE(work(3 * rank)) ldwork = 3 * rank IF (allocflag == 0) CALL PDAF_memcount(3, 'r', 3 * rank) IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, & ' Compute eigenvalue decomposition of A^-1' ! save matrix Ainv tmp_Ainv = Ainv ! Compute SVD of Ainv CALL syevTYPE('v', 'l', rank, tmp_Ainv, rank, svals, work, ldwork, lib_info) DEALLOCATE(work) ! Compute product RiHLd A IF (lib_info==0) THEN IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' eigenvalues', svals ALLOCATE(VRiHLd(rank)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', rank) CALL gemvTYPE('t', rank, rank, 1.0, tmp_Ainv, & rank, RiHLd, 1, 0.0, VRiHLd, 1) DO row = 1,rank VRiHLd(row) = VRiHLd(row) / svals(row) END DO CALL gemvTYPE('n', rank, rank, 1.0, tmp_Ainv, & rank, VRiHLd, 1, 0.0, RiHLd, 1) DEALLOCATE(svals, VRiHLd) END IF END IF typeainv1 ! *** check whether solve was successful IF (lib_info == 0) THEN IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' A(HXT R^-1)^T d', RiHLd flag = 0 ELSE WRITE (*, '(/5x, a/)') 'PDAF-ERROR(1): Problem in computation of analysis weights!!!' flag = 1 END IF ! ************************************ ! *** update model state *** ! *** *** ! *** a f f *** ! *** x = x + X Omega RiHLd *** ! *** *** ! ************************************ check1: IF (flag == 0) THEN ! ****************************** ! *** Compute vector Omega w *** ! ****************************** ALLOCATE(TRiHLd(dim_ens, 1)) IF (allocflag == 0) CALL PDAF_memcount(3, 'r', dim_ens) CALL PDAF_estkf_OmegaA(rank, 1, RiHLd, TRiHLd) DEALLOCATE(RiHLd) IF (debug>0) & WRITE (*,*) '++ PDAF-debug PDAF_estkf_analysis:', debug, ' transform vector', TRiHLd CALL PDAF_timeit(13, 'old') ! ***************************** ! *** Update state estimate *** ! ***************************** CALL PDAF_timeit(14, 'new') CALL gemvTYPE('n', dim_p, dim_ens, 1.0, ens_p, & dim_p, TRiHLd, 1, 0.0, state_inc_p, 1) DEALLOCATE(TRiHLd) ! Shift ensemble DO col = 1, dim_ens DO row = 1, dim_p ens_p(row, col) = ens_p(row, col) + state_inc_p(row) END DO END DO IF (incremental == 0) THEN ! update state here if incremental updating is not used state_p = state_p + state_inc_p END IF CALL PDAF_timeit(14, 'old') ELSE check1 CALL PDAF_timeit(13, 'old') END IF check1 CALL PDAF_timeit(51, 'old') ! ******************** ! *** Finishing up *** ! ******************** DEALLOCATE(tmp_Ainv) IF (allocflag == 0) allocflag = 1 IF (debug>0) & WRITE (*,*) '++ PDAF-debug: ', debug, 'PDAF_estkf_analysis -- END' END SUBROUTINE PDAF_estkf_analysis_fixed