Random Field Simulation
Given a list of d-dimensional points -- typically, though not necessarily, representing a mesh -- and correlation information, the function randomfield.m returns realizations of a corresponding random process. These fields may be conditioned on known data values.
The correlation information can be:
- one of three parameterized models,
- a given correlation matrix with dimensions corresponding to the number of mesh points,
- a matrix of "snapshots" of an unknown process.
The function can also return a struct with the Karhunen-Loeve bases for further field generation and filtering. See the options described in the help for more details.
When data is given for the field realizations to interpolate, the returned mean is the ordinary kriging approximation.
If you have the parallel computing toolbox and more than one core, this will go faster.
Copyright Paul G. Constantine and Qiqi Wang.
Cite As
Paul Constantine (2024). Random Field Simulation (https://www.mathworks.com/matlabcentral/fileexchange/27613-random-field-simulation), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Acknowledgements
Inspired: PMPack - Parameterized Matrix Package
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
file_exchange3/
Version | Published | Release Notes | |
---|---|---|---|
1.5.0.0 | Learned to use zip. |
||
1.2.0.0 | Latest version incorporates a low-memory option for large meshes. However, it is slow. Performance is substantially improved when using the Parallel Computing Toolbox. The scripts use parfor to construct the correlation matrix. |
||
1.1.0.0 | Fixed a bug when computing the covariance matrix from snapshots. |
||
1.0.0.0 |