purusharths/GRAF

Header only library for generating gaussian random field with C++ for integration with hiflow3

GRAF++: Gaussian RAndom Fields in c++

A header only library for generating Gaussian Random Fields.

Requirements:

1. FFTW3
   debian
   sudo apt install fftw3 libfftw3-dev fedora
   sudo dnf install fftw3 fftw3-dev

2. xtensor (header only)
   

3. xtensor-fftw (header only)
   

Cone with submodules enabled:
git clone --recurse-submodules <this-repo> 
or
git clone <this-repo>
git submodules init
git submodules update

This library is built on top of xtensor arrays. xtensor-fftw in turn calls xtensor. Since submodules are already added in the repository, only fftw3 has to be installed explicitly. The implementation is a bit slow, as of now the focus is not on performance but instead integration with hiflow3.

Usage

cd src
g++ -o demo demo.cc -l fftw3
./demo

Values of alpha and size can be changed inside the demo.cc

@TODO:

- Rewrite for KL Expansion: https://amses-journal.springeropen.com/articles/10.1186/s40323-018-0114-7
- 
- ~~Generate RF for mesh~~ PDE Based Sampling approach?
- Add doxygen comments
- Makefile
- ini file
- Add 2D Matern Covaraince function, Cholesky Factorization, and function for KL Decomposition
- Fix `fftshift` loop for performance.