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Six factors which affect the condition number of matrices associated with kriging
Authors:George J Davis and Max D Morris
Institution:(1) Mathematics and Computer Science, Georgia State University, 30303 Atlanta, Georgia;(2) Mathematical Sciences Section, CSM Division, Oak Ridge National Laboratory, Oak Ridge, 37830 Tennessee
Abstract:Determining kriging weights to estimate some variable of interest at a given point in the field involves solving a system of linear equations. The matrix of this linear system is subject to numerical instability, and this instability is measured by the matrix condition number. Six parameters in the kriging process have been identified which directly affect this condition number. Analysis of a series of 648 experiments gives some insight on these parameters, and how the condition number relates to kriging variance.
Keywords:stability  conditioning  robustness
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