/Gaussian-random-fields

Matlab script to generate non-isotropic gaussian random fields with Matern covariance parametrization. The covariance matrix is factorised using circulant embedding.

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Gaussian-random-fields

Matlab script to generate (isotropic / non-isotropic/ anisotropic ) gaussian random fields with Matern covariance parametrization. The covariance matrix is factorised using circulant embedding. Alt text Alt text Alt text Alt text Alt text Alt text Alt text Alt text Alt text