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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