Simplify EKI update, correct dims error in nondeterministic settings #30
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This PR simplifies substantially the update of the EKI algorithm.
The new construction produces the same results (tested with an
assert
before this PR). Note that I have not added the Bessel correction to the cross-covariancescov_ug
andcov_gg
to ensure consistency with the papers and the previous version. We can discuss this.In addition, I have fixed an issue with the construction of
y
, which wasArray{FT,1}
for!deterministic_forward_map
.