swMATH ID: 23987
Software Authors: Creasey, Peter E.; Lang, Annika
Description: 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}
Homepage: https://github.com/pec27/smerfs
Source Code:  https://github.com/pec27/smerfs
Keywords: Gaussian random fields; isotropic random fields; Gaussian Markov random fields; fast Fourier transform; efficient simulation
Related Software: Healpix; TBSIM; AS 312; BETL; Stem; SuperLU; SPGL1; GET; RGeostats; GitHub; GMRFLib; DLMF
Cited in: 8 Documents

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