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Data Assimilation toolbox

Introduction

The Data Assimilation toolbox is a set of fortran programs with the aims to facilitate data assimilation for everyone. The toolbox provides the main program under the form of a driver and the user provides the code of his/her own model which we call the solver, because it solves the model equations.

Here is the principle, the user specifies the action he wants and the driver takes care of everything. Wait a minute, is it that simple? Of course not, the user can not just specifies the action, cross his/her fingers and have the data assimilation run on an imaginary model and data. The goal is to be as close as possible to: have the user do the least possible. The least possible includes:

  • providing the solver that can accomplish some predefined tasks.
  • providing an interface between the driver and the solver.

The interface between the driver and the solver is made up of two routines: an initialization routine and a run routine. When the user provides those prerequisites, the driver takes care of the well defined data assimilation process. An additional advantage for a user starting its project after deciding to use this toolbox is that there is a substantial numbers of data structures and functions that perform common tasks relevant to numerical models and data assimilation. The user can then focus on the only think that is relevant to his/her problem. For example, the toolbox contains supports for:

  • Multivariate random generator (Gaussian only for now).
  • Covariance matrix and associated functions.
  • Explicit localization in covariance matrices.
  • Observation data structure and manipulation functions.
  • GMRES solver.
  • CSR sparse matrix.
  • Basic regularization.
  • Generalized diffusion projection.
  • Many data structures to keep track of what is going on.
  • etc.

Interface between the driver and the solver

Initialization routine

The initialization routine is call by the driver to initialize the environment for the model:

  • allocate dynamically allocated variables
  • read model parameters
  • etc.

Run routine

The run routine is the interface routine that performs all the actions required by the driver. For example, to run a 4DVAR data assimilation, the basic action performed by the driver is to request the cost function and its gradient. The run routine provided by the user must be able to compute the cost function as well as its gradient at the request of the driver.

Communcation between the driver and the solver

The communications between the driver and the solver are made easy by an exchange data structure. It contains all the data that must be exchanged between the driver and the solver. It is even possible for the solver to be an independant program. The only requirement is that the user provide the appropriate interface. The solver can be an external independant program for many reasons:

  • the user is a third party user and would like to upgrade to new versions as thet become available.
  • the solver is a generated program and can be regenerated at any time.
  • the user would like to keep everything separated to make it easy to debug.
  • etc.

In any case, the user has the control. He can rewrite the interface as it pleases the needs to accomodate the constraints. We had a case where the solver was a huge independant program. We design the interface program in two parts:

  • one part included with the driver
  • the other part included in the solver. We choose to do it that way because of the involvement in the coding part of the model program. In most circumstances, the interface can be wrtite to convert the exchange data structure into the input of the external solver and the output of the solver into the excahnge data structure.

What is possible

For the time being, we have the infrastrucres available for the following:

  • 4DVAR with Newton type minimization
  • Implicit Particle filter
  • Incremental 4DVAR
  • Ensemble Kalman Filter

4DVAR with Newton type minimization

this was the first subdriver included in the toolbox and has already been used in a couple of projects. It is based on [M1QN3], a solver of large-scale unconstrained minimization problems.

This subdriver is fully automated, all what the user need to do is to implement an interface with a run routine that can compute the cost function and its gradient when requested.

Implicit Particle filter

The implicit particle filter is an additional step on top of the 4DVAR For now, this subdriver uses the subdriver of 4DVAR with Newton type minimization. It has been tested in two projects. It is also fully automated, all what the user need to do is to implement an interface with a run routine that can compute the cost function and its gradient when requested.

Incremental 4DVAR

This is a newly added subdriver; it has not yet been tested in the toolbox, althought all the core functions have been tested in other projects. The minimization algorithm implemented for this subdriver is the RBCG.

Ensemble Kalman Filter

The EnKF subdriver is not automated for now. The driver supplies the library for the EnKF analysis and it is the responsability of the user to build the ensemble matrix, the ensemble observation and to to call the analysis function from the library.

Code organization

Source code

The code is organized into subdirectories, each subdirectory contains closely related modules. For the moment being, the following subdirectories are provided:

  • DA contains everything related to the data assimilation.
  • tool contains general tools used by the program.
  • obs contains everything related to observation and observations processing
  • GD is an additional set of tools provided for generalized diffusion regularization and projection.
  • chkp is a beginning of checkpointing module.

External libraries

This code depends on lapack library for matrix computation.

Compilation

The compilation is made easy by using the autotools suites

Release notes

The code is used only internally for development and will be released later when it is ready for distribution. If you are interested in trying it, let me know, I will get you started and ready to use the Data Assimilation toolbox.

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Data Assimilation toolbox, Beta version

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