TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms
What is the ivan-pi/TOMS-Algorithm-675 GitHub project? Description: "TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms". Written in Fortran. Explain what it does, its main use cases, key features, and who would benefit from using it.
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