Table 2 Numerical complexity of the standard KLE and the conditioned KLE
From: Large scale random fields generation using localized Karhunen–Loève expansion
Operation | Standard KLE | Conditioned KLE |
|---|---|---|
Kernel modal decomposition | \(\mathcal {O}((n_sM)^{3d})\) | \(\mathcal {O}(n_s^{3d})\) |
Conditioning matrices computation | – | \(\mathcal {O}(N^3(3^d-1)^3)\) |
Random field sampling | \(\mathcal {O}(n_s^d M^{2d} N)\) | \(\mathcal {O}((n_sM)^dN)\) |