When generating Gaussian stationary random fields, a standard method based on circulant matrix embedding usually fails because some of the associated eigenvalues are negative. The eigenvalues can be ...

Circulant matrices are a special class of structured matrices that underpin a diverse range of applications in mathematics and engineering. Characterised by the property that each row is a cyclic ...

A standard problem in uncertainty quantification and in computational statistics is the sampling of stationary Gaussian random fields with given covariance in a d-dimensional (physical) domain. In ...