resolved merge conflict

src/iterative_ensemble_smoother/experimental.py

@@ -3,6 +3,7 @@
 features of iterative_ensemble_smoother
 """
 import numbers
+import warnings
 from typing import Any, Callable, Dict, Generator, List, Optional, Tuple, Union
 
 import numpy as np
@@ -158,9 +159,16 @@ def _correlation_matrix(
             np.newaxis, :
         ]
 
-        # Perform checks
-        assert corr_XY.max() <= 1
-        assert corr_XY.min() >= -1
+        # Perform checks. There appears to be occasional numerical issues in
+        # the equation. With 2 ensemble members, we get e.g. a max value of
+        # 1.0000000000016778. We allow some leeway and clip the results.
+        eps = 1e-8
+        if not ((corr_XY.max() <= 1 + eps) and (corr_XY.min() >= -1 - eps)):
+            msg = "Cross-correlation matrix has entries not in [-1, 1]."
+            msg += f"The min and max values are: {corr_XY.min()} and {corr_XY.max()}"
+            warnings.warn(msg)
+
+        corr_XY = np.clip(corr_XY, a_min=-1, a_max=1)
         return corr_XY
 
     def assimilate(