Using the variance function g(h), the weighting factors λi(x, y) at the interpolation point (x,y) are determined, such that the following ('moving average equation') holds
with i = 1,…n
with
This leads to a ((n+1) x (n+1)) dimensional equation system for the weighting factors λi(x, y)i=1,...,n and the parameters g(x, y):
The matrix is independent of the interpolation point (x,y). Therefore, the interpolation modul performs an LU factorization. The solution at each interpolation point (x,y) is determined by back substitution. The variance for each interpolation point is
and must be equal to 0. If this is not the case, numerical problems or truncation errors appear in the interpolation. The program gives a warning, and indicates the number of points with v < 0.
Input parameters for Kriging