SPDEs

GaussianMarkovRandomFields.matern_mean_precision Function

matern_precision(C_inv::AbstractMatrix, K::AbstractMatrix, α::Integer)

Compute the precision matrix of a GMRF discretization of a Matérn SPDE. Implements the recursion described in [1].

Arguments

• C_inv::AbstractMatrix: The inverse of the (possibly lumped) mass matrix.

• K::AbstractMatrix: The stiffness matrix.

• α::Integer: The parameter α = ν + d/2 of the Matérn SPDE.

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