C. R. Dietrich
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
1997/07/01 by C. R. Dietrich, Garry N. Newsam · 1 citation
Environmental Science · Mathematics · Engineering · #Soil Geostatistics and Mapping #Statistical and numerical algorithms #Soil and Unsaturated Flow #Circulant matrix #Mathematics #Fast Fourier transform #Positive-definite matrix #Toeplitz matrix #Covariance matrix #Embedding #Realization (probability) #Matrix (chemical analysis) #Gaussian #Gaussian process #Covariance #Covariance function #Combinatorics #Applied mathematics #Algorithm #Pure mathematics #Statistics #Computer science #Eigenvalues and eigenvectors