Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition
Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization.
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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 (2026). 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 .
General Information
- Version 1.0.0.0 (2.86 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
