Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition

版本 1.0.0.0 (2.9 KB) 作者: Miguel Ignacio Barrios
Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization.
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更新时间 2009/8/19

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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.

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Miguel Ignacio Barrios (2024). 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. 检索来源 .

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generar LHS_Cholesky/

版本 已发布 发行说明
1.0.0.0