Compute a preconditioner using a modified incomplete Cholesky decomposition.
[M1,M2] = divand_pc_michol(iB,H,R,icholparam)
Compute preconditioner matrices M1 and M2 based on
the inverse background error covariance iB, observation operator
H and observation R covariance R. icholparam is a structure will parameters
for ichol. The default value is struct('michol','on'). A modified incomplete
Cholesky factorization of the matrix iP = iB + H'*(R\H) is computed per
default.
M2 is the transpose of M1 for this preconditioner.
The function ichol is necessary.
See also:
ichol, divand_pc_sqrtiB
Package: divand
