Code covered by the BSD License  

Highlights from
Circulant Embedding method for generating stationary Gaussian field

5.0

5.0 | 1 rating Rate this file 23 Downloads (last 30 days) File Size: 2.05 KB File ID: #38880
image thumbnail

Circulant Embedding method for generating stationary Gaussian field

by

 

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

| Watch this File

File Information
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)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (1)
06 Jun 2014 Knight Short

Very helpful code.

I am interested in How to use this circulant embedding method to generate a 3 dimensional stationary processes. The book does not describe that case in detail. Could we have a further communication?

Thank you for your consideration.

Best regards.

Contact us