Operator theory

Spatial correlation generator with latin hipercube sampling and cholesky decomposition in matlab

The following Matlab project contains the source code and Matlab examples used for spatial correlation generator with latin hipercube sampling and cholesky decomposition. 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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