Efficient generation of conditional simulations by Chebyshev matrix polynomial approximations to the symmetric square root of the covariance matrix
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Publication:5935072
DOI10.1007/BF02083211zbMath0970.86547MaRDI QIDQ5935072
Publication date: 20 June 2001
Published in: Mathematical Geology (Search for Journal in Brave)
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An \(\mathcal O(N\log N)\) fast direct solver for partial hierarchically semi-separable matrices. With application to radial basis function interpolation, Evaluating non-analytic functions of matrices, Moving averages for Gaussian simulation in two and three dimensions, General joint conditional simulations using a fast Fourier transform method, Advances in Gaussian random field generation: a review
Uses Software
Cites Work
- Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
- A Family of Block Preconditioners for Block Systems
- Best uniform rational approximation of 𝑥^{𝛼} on [0,1]
- Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix
- Computationally efficient generation of Gaussian conditional simulations over regular sample grids
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