What about to produce "pseudo covariance" to replace kriging matrix in term of variogram to make more efficient the numerical solution of the system? The ceros in the matrix diagonal are a problem in robustness and efficiency!
Some one knows how to implement something like that? Papers/books can be useful! ----- Original Message ----- From: Adrian Martínez Vargas To: ai-geostats@jrc.it Sent: Friday, March 28, 2008 5:23 PM Subject: Numerical method to solve kriging equations Hello dear list What numerical method give faster and robust solution to kriging equations. What to us as C++ library (for example TNT and JAMA?). It is usual to use cholesky in the case of simple kriging. I will appreciate your advice and experiences. Best regards Dr. Adrian Martínez Vargas Revista Minería y Geología ISMM, Las Coloradas, s/n Moa, Holguín, Cuba CP. 83329 http://www.ismm.edu.cu/revistamg/index.htm