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Table 1 Computational time for generating a 2D random field with correlation function as in Eq. (37) on an extended domain \([0,ML]^2\), with \(M=21\) using the conditioned KLE

From: Large scale random fields generation using localized Karhunen–Loève expansion

Operation

Elapsed time (s)

Kernel modal decomposition

56.31

Conditioning matrices computation

2220.17

Random field sampling

1351.95

  1. Computed on Intel® Xeon® CPU E5-2695 v3 @2.30 GHz. 1 processor used