[WIP] dimension reduction playground#360

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odunbar wants to merge 35 commits intomainfrom

orad/dim-reduction

Commits on May 3, 2025

EKP-based approximate dim-reduction
odunbar
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Commits on May 7, 2025

save diagnostic matrices
odunbar
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Commits on May 8, 2025

Commits on May 10, 2025

Commits on May 12, 2025

Add H_u^y
ArneBouillon
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Commits on Jun 7, 2025

Commits on Jun 9, 2025

Add linear model, forward-model marginalization, and Huy diagnostic matrix
ArneBouillon
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Commits on Jun 12, 2025

Commits on Jul 3, 2025

Rewrite step 2; add diagnostics at different αs; add localsl and egi
ArneBouillon
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Commits on Jul 9, 2025

Center Lorenz prior
ArneBouillon
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Commits on Aug 13, 2025

Use gradients for manifold optimization
ArneBouillon
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