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circulant-embedding

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BOSSzzy / Cholesky_Midpoint_RF

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Cholesky_Midpoint_RF is a MATLAB project for generating 2D Gaussian random fields on structured grids. It provides multiple covariance kernels, solver backends, visualization/export utilities, benchmarking scripts, and a backward-compatible legacy entry point.

matlab geostatistics random-field cholesky-decomposition karhunen-loeve conditional-random-field gaussian-random-field nystrom-method covariance-modeling circulant-embedding
  • Updated Aug 12, 2026
  • MATLAB

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