Computationally efficient generation of Gaussian conditional simulations over regular sample grids

DOI10.1007/BF00894778zbMath0970.86538OpenAlexW2072694809MaRDI QIDQ5935062

C. R. Dietrich

Publication date: 20 June 2001

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

Full work available at URL: https://doi.org/10.1007/bf00894778

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Geostatistics (86A32) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Mapping optimization based on sampling size in earth related and environmental phenomena ⋮ Efficient generation of conditional simulations by Chebyshev matrix polynomial approximations to the symmetric square root of the covariance matrix ⋮ Moving averages for Gaussian simulation in two and three dimensions

Cites Work

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• Least Squares Computations by Givens Transformations Without Square Roots
• Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure
• Block Toeplitz Matrix Inversion
• Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials

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