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fix: autoadaloc 'ensemble' projection in approx_update (#170) - #171
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The projected anomalies were X2 @ D_anom, an (nr, ne) @ (nd, ne) product that fails unless nd == ne and counts the innovations twice. Use V_r S_r X2, so an all-ones taper reproduces the non-localized step. Fixes #170 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Fixes #170.
In
approx_update, theautoadalocbranch withprojection = "ensemble"built the projected anomalies asX2 @ D_anom. That is an(nr, ne) @ (nd, ne)product, so it raisesValueErrorunlessnd == ne. Even when it does run, it counts the innovations twice.This PR replaces it with
(VrT.T * Sr[None, :]) @ X2, which is theV_r Σ_r (I+Σ²)⁻¹ U_rᵀ Dtransform the non-localized branch already computes asX3. The taper is then(nx, ne), and with an all-ones taper the step equals the non-localized step exactly.nd=15, ne=10, cutoff 0, so the taper is all ones). It fails onmainwith theValueErrorfrom the issue and passes with the fix.🤖 Generated with Claude Code