MATCEM is a MATLAB toolbox for the generation of stationary Gaussian random field using the circulant embedding method [1]. This toolbox can generate only unconditional random field.

git clone git@github.com:parkmh/MATCEM.git

Run ex01.m file in an example folder.

If you find a bug, either in the code or the documentation, we are interested in hearing about it. Please send a report to :

• Minho Park min.park@nottingham.ac.uk
• Website : https://www.maths.nottingham.ac.uk/personal/pmzmp/

• [1] C.R.DIETRICH AND G.NEWSAM, Fast and exact simulation of stationary Gaussian processes through circulant embedding of the covariance matrix, SIAM J. SCI. COMPUT., 18 (1997), pp. 1088-1107