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Resolve "Parallel analysis"

Loic Huder requested to merge 29-parallel-analysis into master

Implemented #29 (closed) in augmented_Kalman_filter_with_parallel_analysis. Previous version with sequential analysis is still available for checking purposes as the algorithm is slightly different.

Tests show that:

  • Scientific results seem consistent between the two methods.
  • Due to change of algorithm, parallel_analysis is in fact slower !: it adds N matrix inversions and N computations of Ab with N: number of realisations.
Edited by Loic Huder

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