Rapid Solution Of Kriging Equations Using A Banded Gauss Elimination Algorithm

A crucial concern when implementing computer algorithms for geostatistical analyses on microcomputers is speed of execution. Kriging, in particular, typically relies on a Gauss elimination algorithm to solve for weights. Because such an algorithm is required for each estimate, the solution for weights can result in very slow program execution speed on a microcomputer. One approach to enhancing the efficiency of Gauss elimination is demonstrated herein. The upper triangle plus diagonal of the intersample covariance matrix is used in a modified banded Gauss elimination algorithm. Results show that such an algorithm yields approximately a two-fold reduction in execution time for kriging when the number of nearest neighbors used for estimation is large.