Efficient generation of conditional simulations by Chebyshev matrix polynomial approximations to the symmetric square root of the covariance matrix

DOI10.1007/BF02083211zbMath0970.86547MaRDI QIDQ5935072

C. R. Dietrich, G. N. Newsam

Publication date: 20 June 2001

Published in: Mathematical Geology (Search for Journal in Brave)

Mathematics Subject Classification ID

86A32: Geostatistics

65F35: Numerical computation of matrix norms, conditioning, scaling

Related Items

Moving averages for Gaussian simulation in two and three dimensions, General joint conditional simulations using a fast Fourier transform method, Evaluating non-analytic functions of matrices, Advances in Gaussian random field generation: a review, An \(\mathcal O(N\log N)\) fast direct solver for partial hierarchically semi-separable matrices. With application to radial basis function interpolation

Uses Software

• Mathematica
• IMSL Numerical Libraries

Cites Work

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• Computationally efficient generation of Gaussian conditional simulations over regular sample grids