smerfs
Fast generation of isotropic Gaussian random fields on the sphere. The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountered frequently in numerical applications. A fast algorithm based on Markov properties and fast Fourier transforms in 1d is presented that generates samples on an n×n grid in O(n2logn) . Furthermore, an efficient method to set up the necessary conditional covariance matrices is derived and simulations demonstrate the performance of the algorithm. An open source implementation of the code has been made available at url{https://github.com/pec27/smerfs}
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References in zbMATH (referenced in 6 articles , 1 standard article )
Showing results 1 to 6 of 6.
Sorted by year (- Cuevas, Francisco; Allard, Denis; Porcu, Emilio: Fast and exact simulation of Gaussian random fields defined on the sphere cross time (2020)
- Herrmann, Lukas; Kirchner, Kristin; Schwab, Christoph: Multilevel approximation of Gaussian random fields: fast simulation (2020)
- Le Gia, Quoc Thong; Sloan, Ian H.; Womersley, Robert S.; Wang, Yu Guang: Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere (2020)
- Emery, Xavier; Furrer, Reinhard; Porcu, Emilio: A turning bands method for simulating isotropic Gaussian random fields on the sphere (2019)
- Lantuéjoul, Christian; Freulon, Xavier; Renard, Didier: Spectral simulation of isotropic Gaussian random fields on a sphere (2019)
- Creasey, Peter E.; Lang, Annika: Fast generation of isotropic Gaussian random fields on the sphere (2018)