Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition

Version 1.0.0.0 (2.86 KB) by Miguel Ignacio Barrios
Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization.
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1.2K Downloads
Updated 19 Aug 2009

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It generates a stochastic field on a squared space. Samples are created by Latin hypercube sampling and the spatial correlation is performed by an algorithm based on Cholesky decomposition. Example inside.

Cite As

Miguel Ignacio Barrios (2024). Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/25077-spatial-correlation-generator-with-latin-hipercube-sampling-and-cholesky-decomposition), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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generar LHS_Cholesky/

Version Published Release Notes
1.0.0.0