Pack all model matrices in a single struct

[giordano]

This is a draft because names will likely change (they aren't really "parameters")

[tkoskela]

Salvaging these from Slack history. Benchmarks run on Julia v1.5.0-rc1.0

parameters.yaml:

nprt: 1000
# no of particles
x_length: 400.0e3
y_length: 400.0e3
# total area is 400kmx400km
nx: 100
ny: 100
# dx is 4km
# dy is 4km
station_filename: "station_test.txt"
nobs: 14
n_time_step: 10
n_integration_step: 40
# 40 finite difference steps per data assimilation step
time_step: 4.0
# time for each assimilation step
obs_noise_std: 0.3
# std in metres for wave height observation
nu: 2.5
lambda: 10.0e3
sigma: 0.1
# parameters for the background noise
nu_initial_state: 2.5
lambda_initial_state: 10.0e3
sigma_initial_state: 0.0001
verbose: true
# save results in file named tdac.h5
random_seed: 6768
enable_timers: true

station_test.txt:

# co-ordinates in metres
# 1st set: spread diagonally around 104km, 104km
56.0e3, 152.0e3
72.0e3, 136.0e3
88.0e3, 120.0e3
104.0e3, 104.0e3
120.0e3, 88.0e3
136.0e3, 72.0e3
152.0e3, 56.0e3
# 2nd set: spread diagonally around 136km, 136km
88.0e3, 184.0e3
104.0e3, 168.0e3
120.0e3, 152.0e3
136.0e3, 136.0e3
152.0e3, 120.0e3
168.0e3, 104.0e3
184.0e3, 88.0e3

master:

────────────────────────────────────────────────────────────────────────────────
                                        Time                   Allocations      
                                ──────────────────────   ───────────────────────
       Tot / % measured:              145s / 100%             532MiB / 100%     

Section                 ncalls     time   %tot     avg     alloc   %tot      avg
────────────────────────────────────────────────────────────────────────────────
Particle State Update       10    70.7s  48.8%   7.07s   5.96MiB  1.12%   610KiB
Process Noise               10    64.9s  44.8%   6.49s   9.06KiB  0.00%     928B
Initialization               1    7.14s  4.93%   7.14s    515MiB  96.8%   515MiB
State Copy                  10    1.40s  0.96%   140ms      960B  0.00%    96.0B
Particle Variance           11    343ms  0.24%  31.2ms   1.55KiB  0.00%     144B
Particle Mean               11    290ms  0.20%  26.3ms   1.03KiB  0.00%    96.0B
True State Update           10   81.6ms  0.06%  8.16ms   4.22KiB  0.00%     432B
IO                          14   35.4ms  0.02%  2.53ms   8.37MiB  1.57%   612KiB
Observations                20   13.8ms  0.01%   690μs   2.74MiB  0.52%   140KiB
Weights                     10   2.29ms  0.00%   229μs     0.00B  0.00%    0.00B
Resample                    10    156μs  0.00%  15.6μs   79.4KiB  0.01%  7.94KiB
MPI Scatter                 10    141μs  0.00%  14.1μs   2.03KiB  0.00%     208B
MPI Gather                  20   87.8μs  0.00%  4.39μs   2.34KiB  0.00%     120B
────────────────────────────────────────────────────────────────────────────────

this PR:

────────────────────────────────────────────────────────────────────────────────
                                        Time                   Allocations      
                                ──────────────────────   ───────────────────────
       Tot / % measured:              144s / 100%             532MiB / 100%     

Section                 ncalls     time   %tot     avg     alloc   %tot      avg
────────────────────────────────────────────────────────────────────────────────
Particle State Update       10    70.8s  49.2%   7.08s   5.96MiB  1.12%   610KiB
Process Noise               10    63.7s  44.3%   6.37s   9.06KiB  0.00%     928B
Initialization               1    7.20s  5.01%   7.20s    515MiB  96.8%   515MiB
State Copy                  10    1.38s  0.96%   138ms      960B  0.00%    96.0B
Particle Variance           11    326ms  0.23%  29.6ms   1.55KiB  0.00%     144B
Particle Mean               11    278ms  0.19%  25.3ms   1.03KiB  0.00%    96.0B
True State Update           10   80.1ms  0.06%  8.01ms   4.22KiB  0.00%     432B
IO                          14   35.3ms  0.02%  2.52ms   8.37MiB  1.57%   612KiB
Observations                20   13.7ms  0.01%   685μs   2.74MiB  0.52%   140KiB
Weights                     10   1.97ms  0.00%   197μs     0.00B  0.00%    0.00B
Resample                    10    168μs  0.00%  16.8μs   79.4KiB  0.01%  7.94KiB
MPI Scatter                 10    137μs  0.00%  13.7μs   2.03KiB  0.00%     208B
MPI Gather                  20   82.9μs  0.00%  4.14μs   2.34KiB  0.00%     120B
────────────────────────────────────────────────────────────────────────────────