Circulant Embedding method for generating stationary Gaussian field

Implements Dietrich and Newsam's circulant embedding method for fast generation of Gaussian fields.

Description

The script generates stationary Gaussian field over an m times n square grid. For a detailed mathematical explanation of the Matlab code and lots of examples see the companion paper:
weblink:
http://www.maths.uq.edu.au/~kroese/ps/MCSpatial.pdf
 
 Kroese, D.P. and Botev, Z.I. (2013).
 "Spatial Process Generation."
 V. Schmidt (Ed.). Lectures on Stochastic Geometry, Spatial Statistics and Random Fields, Volume II: Analysis, Modeling and Simulation of Complex Structures, Springer-Verlag, Berlin.

• Required Products: MATLAB
• MATLAB release: MATLAB 7.11 (R2010b)