An algorithm for generating spatially correlated random fields using Cholesky decomposition and ordinary kriging
Yang Yang, Pengfei Wang, Scott J. Brandenberg
Topics & Concepts
Cholesky decompositionRandom fieldKrigingMinimum degree algorithmAlgorithmSampling (signal processing)CovarianceRealization (probability)MathematicsInterpolation (computer graphics)Field (mathematics)Covariance matrixComputer scienceIncomplete Cholesky factorizationMathematical optimizationStatisticsArtificial intelligenceFilter (signal processing)Quantum mechanicsPure mathematicsEigenvalues and eigenvectorsMotion (physics)Computer visionPhysicsGeotechnical Engineering and AnalysisLandslides and related hazardsGeotechnical Engineering and Soil Mechanics