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Efficient EnKF analysis step (including N << d_obs) - #279

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SamDuffield merged 10 commits into
state-space-models:mainfrom
MatthieuDarcy:md-enkf-woodbury
Sep 18, 2026
Merged

SamDuffield merged 10 commits into
state-space-models:mainfrom
MatthieuDarcy:md-enkf-woodbury

Used the term generalised Cholesky factor

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succeeded Sep 17, 2026 in 15s