A new form of the cokriging equations |
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Authors: | Andrew E Long and Donald E Myers |
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Institution: | (1) Department of Mathematics, University of Arizona, Tucson, 85721 Arizona |
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Abstract: | Myers developed a matrix form of the cokriging equations, but one that entails the solution of a large system of linear equations.
Large systems are troublesome because of memory requirements and a general increase in the matrix condition number. We transform
Myers’s system into a set of smaller systems, whose solution gives the classical kriging results, and provides simultaneously
a nested set of lower dimensional cokriging results. In the course of developing the new formulation we make an interesting
link to the Cauchy-Schwarz condition for the invertibility of a system, and another to a simple situation of coregionalization.
In addition, we proceed from these new equations to a linear approximation to the cokriging results in the event that the
crossvariograms are small, allowing one to take advantage of a recent results of Xie and others which proceeds by diagonalizing
the variogram matrix function over the lag classes. |
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Keywords: | cokriging condition number SVD |
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