Matlab script to generate (isotropic / non-isotropic/ anisotropic ) gaussian random fields with Matern covariance parametrization.
The covariance matrix is factorised using circulant embedding.
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pks19/Gaussian-random-fields
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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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