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Institut für Wasser- und Umweltsystemmodellierung - IWS



"Efficient Spectral Methods for Geostatistical Interpolation"

Compuational storage capacities or restrictions of computational power often pose limitation to the problem size of geostatistical estimations. For the case of estimation on a regular grid, the author successfully develops a methods to set up Kriging systems for estimations with uncertain mean with minimum storage reuirements and solves them at speed. The fast algorithm is based on a spectral conjugate gradient solver with circulant preconditioner and convolution vie the fast Fourier transform. For the case of regularly arranged measurementsw, two methods for an approximate and additionally accellerated evaluation of the estimation variance are introduced. The first is a fast approximate method independent of the number of measurements, the second is an arbitrarily exact approximation. The computational efficiency and reductino of storage requirements are demonstrated in test cases.