More efficient versions of an interpolation method, called kriging, have been introduced in order to reduce its traditionally high computational cost. Written in C++, these approaches were tested on both synthetic and real data.
To arrive at the faster algorithms, sparse SYMMLQ iterative solver, covariance tapering, Fast Multipole Methods (FMM), and nearest neighbor searching techniques were used. These implementations were used when the coefficient matrix in the linear system is symmetric, but not necessarily positive-definite.
This work was done by Nargess Memarsadeghi of Goddard Space Flight Center. For further information, contact the Goddard Innovative Partnerships Office at (301) 286-5810. GSC-15555-1